+295.3%
D vs VRSK
+583.6%
-288.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.3% |
| 7D | +0.8% | -9.7% | +10.5% | +3.9% |
| 30D | -0.7% | -8.5% | +7.8% | +1.7% |
| 3M | +2.1% | -1.7% | +3.8% | +1.9% |
| 6M | +6.8% | -17.9% | +24.7% | +12.3% |
| YTD | +16.5% | -21.1% | +37.7% | +23.4% |
| 1Y | +19.2% | -35.1% | +54.3% | +34.5% |
| 3Y | +61.9% | -26.7% | +88.5% | +73.3% |
| 5Y | +6.5% | -12.0% | +18.6% | +5.2% |
| 10Y | +35.3% | +122.9% | -87.6% | +3.3% |
| All | +295.3% | +583.6% | -288.3% | +148.2% |
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