-11.3%
VRSK vs Z
-66.0%
+54.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -7.7% | -11.6% | +3.8% | -6.3% |
| 30D | -2.8% | -8.5% | +5.6% | -1.8% |
| 3M | -3.7% | -7.9% | +4.2% | -2.9% |
| 6M | -12.8% | -29.1% | +16.3% | -9.7% |
| YTD | -21.0% | -54.2% | +33.2% | -14.3% |
| 1Y | -32.5% | -63.5% | +31.1% | -25.1% |
| 3Y | -26.5% | -38.6% | +12.1% | -24.7% |
| All | -11.3% | -66.0% | +54.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling