+2,545.5%
VRT vs VRSK
+64.6%
+2,480.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.4% | -11.0% | -10.0% |
| 7D | +2.4% | -5.4% | +7.8% | +3.8% |
| 30D | -2.7% | -1.8% | -0.9% | -2.6% |
| 3M | -9.2% | -2.2% | -6.9% | -10.5% |
| 6M | -0.5% | -14.9% | +14.4% | +2.3% |
| YTD | +62.3% | -20.0% | +82.4% | +69.9% |
| 1Y | +109.6% | -33.1% | +142.7% | +136.2% |
| 3Y | +573.1% | -25.6% | +598.7% | +581.6% |
| 5Y | +953.6% | -10.1% | +963.8% | +848.4% |
| All | +2,545.5% | +64.6% | +2,480.9% | +1,957.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling