+13.0%
D vs VRSK
-32.5%
+45.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -1.6% | -7.7% | +6.1% | -1.4% |
| 30D | -3.5% | -2.8% | -0.7% | -3.4% |
| 3M | -1.6% | -3.7% | +2.1% | -1.4% |
| 6M | +5.8% | -12.8% | +18.6% | +5.5% |
| YTD | +14.5% | -21.0% | +35.4% | +15.2% |
| All | +13.0% | -32.5% | +45.5% | +15.6% |
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