+851.5%
DE vs VRSK
+126.1%
+725.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | -5.2% | +2.6% | -0.8% |
| 30D | +9.0% | -2.3% | +11.3% | +9.6% |
| 3M | +19.1% | -2.9% | +22.1% | +19.3% |
| 6M | +14.4% | -12.8% | +27.2% | +18.4% |
| YTD | +45.9% | -20.8% | +66.8% | +56.1% |
| 1Y | +43.6% | -33.2% | +76.8% | +64.8% |
| 3Y | +75.9% | -26.6% | +102.5% | +87.7% |
| 5Y | +98.8% | -11.3% | +110.1% | +86.1% |
| All | +851.5% | +126.1% | +725.4% | +408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling