+79.2%
VZ vs VRSK
-25.7%
+104.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.5% |
| 7D | -1.0% | -5.4% | +4.4% | -0.3% |
| 30D | +5.8% | -1.8% | +7.5% | +5.9% |
| 3M | +10.5% | -2.2% | +12.7% | +10.9% |
| 6M | +1.8% | -14.9% | +16.7% | +3.5% |
| YTD | +28.3% | -20.0% | +48.3% | +31.5% |
| 1Y | +22.0% | -33.1% | +55.1% | +29.1% |
| All | +79.2% | -25.7% | +104.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling