+156.7%
B vs VRSK
-11.3%
+167.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -5.0% | -7.7% | +2.7% | -4.4% |
| 30D | +8.7% | -2.8% | +11.5% | +8.9% |
| 3M | +17.3% | -3.7% | +21.0% | +17.3% |
| 6M | -5.0% | -12.8% | +7.7% | -3.7% |
| YTD | +1.4% | -21.0% | +22.4% | +4.4% |
| 1Y | +50.5% | -32.5% | +83.0% | +59.8% |
| 3Y | +194.4% | -26.5% | +220.9% | +203.1% |
| 5Y | +156.7% | -11.5% | +168.2% | +141.8% |
| All | +156.7% | -11.3% | +167.9% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling