-17.2%
F vs VRSK
-0.4%
-16.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.1% | +1.6% | -4.7% | -3.5% |
| 30D | 0.0% | +15.1% | -15.0% | -3.5% |
| 3M | -13.2% | +12.1% | -25.3% | -16.0% |
| 6M | -10.2% | +29.4% | -39.6% | -17.0% |
| YTD | -4.9% | -6.4% | +1.4% | -2.8% |
| 1Y | -6.1% | -3.6% | -2.5% | -5.2% |
| 3Y | +46.0% | -10.9% | +56.9% | +44.2% |
| All | -17.2% | -0.4% | -16.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling