+312.5%
F vs VRSK
+623.8%
-311.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.5% |
| 7D | +5.3% | -3.1% | +8.4% | +6.6% |
| 30D | +4.6% | -1.6% | +6.2% | +4.9% |
| 3M | -3.7% | +3.5% | -7.2% | -5.9% |
| 6M | +16.8% | -13.4% | +30.2% | +21.8% |
| YTD | +15.3% | -16.5% | +31.8% | +21.3% |
| 1Y | +31.0% | -30.6% | +61.6% | +49.3% |
| 3Y | +45.4% | -21.9% | +67.3% | +52.3% |
| 5Y | +54.7% | -6.3% | +61.0% | +45.6% |
| 10Y | +98.2% | +133.1% | -34.9% | +13.5% |
| All | +312.5% | +623.8% | -311.3% | +33.1% |
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