+51.6%
B vs VRSK
+583.6%
-532.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.1% | -0.7% |
| 7D | +2.3% | -9.7% | +12.0% | +3.7% |
| 30D | +1.4% | -8.5% | +9.9% | +2.5% |
| 3M | +12.2% | -1.7% | +13.9% | +12.0% |
| 6M | -2.1% | -17.9% | +15.8% | +0.1% |
| YTD | +2.9% | -21.1% | +24.1% | +5.8% |
| 1Y | +55.3% | -35.1% | +90.4% | +64.6% |
| 3Y | +198.7% | -26.7% | +225.4% | +207.7% |
| 5Y | +153.8% | -12.0% | +165.8% | +150.0% |
| 10Y | +193.4% | +122.9% | +70.5% | +160.0% |
| All | +51.6% | +583.6% | -532.0% | +16.7% |
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