+44.6%
F vs VRSK
-10.2%
+54.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.4% | -4.3% |
| 7D | -4.9% | -5.4% | +0.5% | -3.5% |
| 30D | -2.9% | -1.8% | -1.1% | -2.6% |
| 3M | -9.1% | -2.2% | -6.8% | -9.0% |
| 6M | +12.9% | -14.9% | +27.8% | +18.2% |
| YTD | +6.1% | -20.0% | +26.1% | +13.2% |
| 1Y | +22.5% | -33.1% | +55.7% | +40.9% |
| 3Y | +32.1% | -25.6% | +57.7% | +38.1% |
| All | +44.6% | -10.2% | +54.8% | +27.2% |
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 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