-12.1%
DOW vs VRSK
+43.5%
-55.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.4% | -5.2% | +3.8% | +0.3% |
| 30D | -3.9% | -2.3% | -1.6% | -3.5% |
| 3M | -12.7% | -2.9% | -9.8% | -12.7% |
| 6M | -13.7% | -12.8% | -0.9% | -10.8% |
| YTD | +28.4% | -20.8% | +49.2% | +36.9% |
| 1Y | +21.8% | -33.2% | +55.0% | +39.2% |
| 3Y | -35.7% | -26.6% | -9.1% | -31.5% |
| 5Y | -36.8% | -11.3% | -25.5% | -40.9% |
| All | -12.1% | +43.5% | -55.6% | -40.6% |
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 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