+307.3%
VZ vs VRSK
+711.8%
-404.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +4.4% | +15.1% | -10.7% | +1.1% |
| 3M | -2.4% | +12.1% | -14.4% | -5.1% |
| 6M | +1.4% | +29.4% | -28.0% | -4.7% |
| YTD | +21.4% | -6.4% | +27.8% | +21.7% |
| 1Y | +20.3% | -3.6% | +23.8% | +19.8% |
| 3Y | +57.4% | -10.9% | +68.3% | +58.1% |
| 5Y | +21.9% | -0.5% | +22.4% | +17.6% |
| 10Y | +70.7% | +163.7% | -92.9% | +27.9% |
| All | +307.3% | +711.8% | -404.5% | +145.9% |
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