+240.1%
F vs VRSK
+711.8%
-471.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | +1.6% | -4.7% | -3.7% |
| 30D | 0.0% | +15.1% | -15.0% | -5.8% |
| 3M | -13.2% | +12.1% | -25.3% | -17.8% |
| 6M | -10.2% | +29.4% | -39.6% | -21.0% |
| YTD | -4.9% | -6.4% | +1.4% | -5.1% |
| 1Y | -6.1% | -3.6% | -2.5% | -7.6% |
| 3Y | +46.0% | -10.9% | +56.9% | +43.9% |
| 5Y | -15.7% | -0.5% | -15.2% | -22.7% |
| 10Y | +64.3% | +163.7% | -99.3% | -11.1% |
| All | +240.1% | +711.8% | -471.7% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling