+62.8%
VZ vs VRSK
+125.6%
-62.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -1.2% | -7.7% | +6.5% | +0.5% |
| 30D | +5.7% | -2.8% | +8.5% | +6.3% |
| 3M | +8.2% | -3.7% | +12.0% | +8.9% |
| 6M | +1.7% | -12.8% | +14.5% | +4.3% |
| YTD | +28.9% | -21.0% | +49.8% | +34.7% |
| 1Y | +22.7% | -32.5% | +55.2% | +33.1% |
| 3Y | +82.7% | -26.5% | +109.2% | +92.4% |
| 5Y | +26.4% | -11.5% | +37.9% | +24.4% |
| All | +62.8% | +125.6% | -62.8% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling