-26.6%
VRSK vs Z
-36.5%
+9.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.2% |
| 7D | -5.2% | -6.0% | +0.9% | -4.5% |
| 30D | -2.3% | -2.3% | 0.0% | -2.1% |
| 3M | -2.9% | -0.6% | -2.3% | -3.0% |
| 6M | -12.8% | -27.6% | +14.8% | -10.8% |
| YTD | -20.8% | -52.4% | +31.5% | -16.6% |
| 1Y | -33.2% | -63.6% | +30.4% | -28.5% |
| 3Y | -26.6% | -36.4% | +9.8% | -20.9% |
| All | -26.6% | -36.5% | +9.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling