+140.6%
VRSK vs Z
+16.2%
+124.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -5.4% | -7.1% | +1.7% | -4.5% |
| 30D | -1.8% | -4.8% | +3.0% | -1.2% |
| 3M | -2.2% | -9.3% | +7.1% | -1.2% |
| 6M | -14.9% | -29.0% | +14.1% | -11.6% |
| YTD | -20.0% | -52.9% | +32.9% | -13.0% |
| 1Y | -33.1% | -63.1% | +30.0% | -25.2% |
| 3Y | -25.6% | -36.9% | +11.2% | -24.2% |
| 5Y | -10.1% | -65.5% | +55.4% | -5.5% |
| 10Y | +128.4% | -3.9% | +132.3% | +92.6% |
| All | +140.6% | +16.2% | +124.4% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling