+171.2%
INTC vs VRSK
-26.5%
+197.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +7.5% | -5.2% | +12.6% | +6.6% |
| 30D | +2.0% | -2.3% | +4.3% | +1.7% |
| 3M | -12.0% | -2.9% | -9.1% | -12.8% |
| 6M | +114.5% | -12.8% | +127.3% | +115.5% |
| YTD | +179.0% | -20.8% | +199.8% | +182.9% |
| 1Y | +318.3% | -33.2% | +351.5% | +345.4% |
| 3Y | +171.2% | -26.6% | +197.8% | +178.3% |
| All | +171.2% | -26.5% | +197.7% | +178.3% |
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