+303.2%
C vs VRSK
+583.6%
-280.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.8% |
| 7D | +3.2% | -9.7% | +12.9% | +7.9% |
| 30D | +1.3% | -8.5% | +9.8% | +5.0% |
| 3M | +3.1% | -1.7% | +4.8% | +2.1% |
| 6M | +29.6% | -17.9% | +47.5% | +38.7% |
| YTD | +19.0% | -21.1% | +40.1% | +28.6% |
| 1Y | +45.6% | -35.1% | +80.8% | +73.4% |
| 3Y | +269.3% | -26.7% | +296.0% | +299.3% |
| 5Y | +131.6% | -12.0% | +143.6% | +118.5% |
| 10Y | +286.5% | +122.9% | +163.7% | +104.2% |
| All | +303.2% | +583.6% | -280.5% | +11.2% |
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 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