+86.4%
F vs VRSK
+126.1%
-39.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.4% | -5.2% | +0.7% | -2.6% |
| 30D | +1.0% | -2.3% | +3.3% | +1.7% |
| 3M | -4.0% | -2.9% | -1.1% | -3.8% |
| 6M | +18.1% | -12.8% | +30.9% | +22.4% |
| YTD | +10.2% | -20.8% | +31.0% | +18.2% |
| 1Y | +24.3% | -33.2% | +57.5% | +43.4% |
| 3Y | +38.1% | -26.6% | +64.6% | +47.6% |
| 5Y | +50.2% | -11.3% | +61.6% | +42.6% |
| All | +86.4% | +126.1% | -39.6% | +12.3% |
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