+148.3%
ALL vs VRSK
-26.6%
+174.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.3% | -7.7% | +3.4% | -1.9% |
| 30D | -3.6% | -2.8% | -0.8% | -2.9% |
| 3M | +13.2% | -3.7% | +16.9% | +14.2% |
| 6M | +22.5% | -12.8% | +35.3% | +27.3% |
| YTD | +22.7% | -21.0% | +43.7% | +32.3% |
| 1Y | +28.3% | -32.5% | +60.8% | +48.2% |
| All | +148.3% | -26.6% | +174.9% | +188.2% |
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