+5.4%
D vs VRSK
-11.3%
+16.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -1.6% | -7.7% | +6.1% | 0.0% |
| 30D | -3.5% | -2.8% | -0.7% | -3.1% |
| 3M | -1.6% | -3.7% | +2.1% | -1.3% |
| 6M | +5.8% | -12.8% | +18.6% | +8.3% |
| YTD | +14.5% | -21.0% | +35.4% | +20.0% |
| 1Y | +14.2% | -32.5% | +46.6% | +25.3% |
| 3Y | +59.0% | -26.5% | +85.5% | +69.1% |
| 5Y | +5.4% | -11.5% | +16.9% | +1.4% |
| All | +5.4% | -11.3% | +16.7% | +1.4% |
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