+37.2%
F vs VRSK
-26.6%
+63.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.2% |
| 7D | -3.7% | -7.7% | +4.1% | -3.5% |
| 30D | -0.7% | -2.8% | +2.1% | -0.7% |
| 3M | -1.9% | -3.7% | +1.8% | -1.6% |
| 6M | +16.1% | -12.8% | +28.8% | +18.5% |
| YTD | +9.5% | -21.0% | +30.4% | +12.9% |
| 1Y | +27.2% | -32.5% | +59.7% | +34.9% |
| All | +37.2% | -26.6% | +63.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling