+940.1%
VRT vs VRSK
-11.9%
+952.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.4% |
| 7D | -7.7% | -7.7% | 0.0% | -6.5% |
| 30D | -12.0% | -2.8% | -9.1% | -11.8% |
| 3M | -11.7% | -3.7% | -8.0% | -12.5% |
| 6M | -8.1% | -12.8% | +4.7% | -6.1% |
| YTD | +53.2% | -21.0% | +74.2% | +61.9% |
| 1Y | +81.7% | -32.5% | +114.1% | +107.7% |
| 3Y | +535.3% | -26.5% | +561.8% | +518.9% |
| All | +940.1% | -11.9% | +952.1% | +746.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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