+361.5%
ALL vs VRSK
+126.1%
+235.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | -5.2% | +2.9% | -0.1% |
| 30D | -0.4% | -2.3% | +1.9% | +0.3% |
| 3M | +16.0% | -2.9% | +19.0% | +16.8% |
| 6M | +24.6% | -12.8% | +37.4% | +30.5% |
| YTD | +23.7% | -20.8% | +44.5% | +34.5% |
| 1Y | +27.7% | -33.2% | +60.9% | +49.8% |
| 3Y | +150.2% | -26.6% | +176.8% | +178.7% |
| 5Y | +117.1% | -11.3% | +128.4% | +114.8% |
| All | +361.5% | +126.1% | +235.5% | +213.9% |
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 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