-11.1%
VRSK vs VRSN
+33.8%
-44.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -2.3% | +3.8% | -6.1% | -4.0% |
| 3M | -2.9% | +5.0% | -7.9% | -5.3% |
| 6M | -12.8% | +24.9% | -37.7% | -21.9% |
| YTD | -20.8% | +21.6% | -42.4% | -28.3% |
| 1Y | -33.2% | +2.4% | -35.6% | -34.7% |
| 3Y | -26.6% | +47.3% | -73.9% | -40.6% |
| All | -11.1% | +33.8% | -44.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling