+43.0%
EXC vs VRSK
-11.8%
+54.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | -5.2% | +4.1% | +0.2% |
| 30D | -3.6% | -2.3% | -1.3% | -3.3% |
| 3M | -4.3% | -2.9% | -1.3% | -3.9% |
| 6M | -9.9% | -12.8% | +2.9% | -7.2% |
| YTD | +1.8% | -20.8% | +22.6% | +7.6% |
| 1Y | +2.9% | -33.2% | +36.1% | +14.7% |
| 3Y | +19.1% | -26.6% | +45.7% | +27.0% |
| All | +43.0% | -11.8% | +54.7% | +37.9% |
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