+67.8%
B vs VRSK
-30.3%
+98.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.7% |
| 7D | -1.6% | -3.1% | +1.5% | -2.2% |
| 30D | +9.4% | -1.6% | +11.0% | +9.0% |
| 3M | +5.0% | +3.5% | +1.5% | +6.2% |
| 6M | -3.5% | -13.4% | +9.8% | -3.8% |
| YTD | +4.5% | -16.5% | +21.0% | +1.8% |
| 1Y | +67.8% | -30.6% | +98.4% | +58.5% |
| All | +67.8% | -30.3% | +98.0% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling