+144.8%
EXC vs VRSK
+585.1%
-440.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.6% | -7.7% | +6.1% | +1.1% |
| 30D | -2.4% | -2.8% | +0.4% | -1.6% |
| 3M | -4.0% | -3.7% | -0.3% | -3.3% |
| 6M | -9.8% | -12.8% | +3.0% | -6.4% |
| YTD | +2.3% | -21.0% | +23.3% | +9.5% |
| 1Y | +3.8% | -32.5% | +36.3% | +17.5% |
| 3Y | +19.7% | -26.5% | +46.3% | +29.2% |
| 5Y | +45.6% | -11.5% | +57.1% | +43.3% |
| 10Y | +159.0% | +125.7% | +33.3% | +96.9% |
| All | +144.8% | +585.1% | -440.3% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling