-40.7%
DIS vs VRSK
-11.3%
-29.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -1.3% | -7.7% | +6.5% | +1.0% |
| 30D | +2.2% | -2.8% | +5.0% | +2.9% |
| 3M | +8.1% | -3.7% | +11.8% | +8.9% |
| 6M | +5.2% | -12.8% | +18.0% | +8.9% |
| YTD | -6.3% | -21.0% | +14.7% | +0.2% |
| 1Y | -7.3% | -32.5% | +25.2% | +5.2% |
| 3Y | +33.8% | -26.5% | +60.3% | +43.2% |
| 5Y | -40.7% | -11.5% | -29.2% | -46.3% |
| All | -40.7% | -11.3% | -29.5% | -46.3% |
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