+2,082.7%
DE vs VRSK
+585.1%
+1,497.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.4% | -7.7% | +5.4% | +0.4% |
| 30D | +9.7% | -2.8% | +12.5% | +10.5% |
| 3M | +21.4% | -3.7% | +25.1% | +21.9% |
| 6M | +15.0% | -12.8% | +27.8% | +18.8% |
| YTD | +46.4% | -21.0% | +67.4% | +56.0% |
| 1Y | +45.6% | -32.5% | +78.1% | +64.4% |
| 3Y | +76.8% | -26.5% | +103.3% | +88.4% |
| 5Y | +99.4% | -11.5% | +110.9% | +90.8% |
| 10Y | +864.6% | +125.7% | +738.9% | +509.4% |
| All | +2,082.7% | +585.1% | +1,497.7% | +776.6% |
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 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