+169.7%
EXE vs VRSK
-4.8%
+174.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.1% | -5.2% | +2.0% | -2.6% |
| 30D | -0.9% | -2.3% | +1.4% | -0.7% |
| 3M | +9.6% | -2.9% | +12.5% | +9.5% |
| 6M | -11.6% | -12.8% | +1.2% | -10.7% |
| YTD | -12.6% | -20.8% | +8.3% | -10.6% |
| 1Y | +1.2% | -33.2% | +34.4% | +5.8% |
| 3Y | +18.0% | -26.6% | +44.6% | +22.1% |
| 5Y | +101.1% | -11.3% | +112.4% | +97.5% |
| All | +169.7% | -4.8% | +174.5% | +164.3% |
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