-35.7%
DOW vs VRSK
-26.5%
-9.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.4% | -5.2% | +3.8% | -1.2% |
| 30D | -3.9% | -2.3% | -1.6% | -3.9% |
| 3M | -12.7% | -2.9% | -9.8% | -12.8% |
| 6M | -13.7% | -12.8% | -0.9% | -13.6% |
| YTD | +28.4% | -20.8% | +49.2% | +30.2% |
| 1Y | +21.8% | -33.2% | +55.0% | +27.5% |
| 3Y | -35.7% | -26.6% | -9.1% | -33.5% |
| All | -35.7% | -26.5% | -9.2% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling