+155.8%
EXC vs VRSK
+126.1%
+29.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | -5.2% | +4.1% | +1.1% |
| 30D | -3.6% | -2.3% | -1.3% | -3.0% |
| 3M | -4.3% | -2.9% | -1.3% | -3.8% |
| 6M | -9.9% | -12.8% | +2.9% | -5.8% |
| YTD | +1.8% | -20.8% | +22.6% | +10.7% |
| 1Y | +2.9% | -33.2% | +36.1% | +21.1% |
| 3Y | +19.1% | -26.6% | +45.7% | +30.2% |
| 5Y | +44.8% | -11.3% | +56.2% | +38.4% |
| All | +155.8% | +126.1% | +29.8% | +71.1% |
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