-18.9%
EXE vs VRSK
-8.8%
-10.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -4.7% | +4.2% | -8.9% | -4.6% |
| 30D | +1.0% | +21.2% | -20.2% | +1.2% |
| 3M | -5.6% | +2.9% | -8.5% | -5.5% |
| 6M | -12.3% | +11.3% | -23.6% | -12.7% |
| YTD | -19.5% | -10.8% | -8.6% | -19.8% |
| 1Y | -18.9% | -9.2% | -9.7% | -19.2% |
| All | -18.9% | -8.8% | -10.1% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling