-3.5%
IR vs VRSK
-30.3%
+26.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +0.9% |
| 7D | -2.8% | -3.1% | +0.3% | -3.2% |
| 30D | -15.1% | -1.6% | -13.6% | -15.3% |
| 3M | +6.1% | +3.5% | +2.6% | +7.3% |
| 6M | -16.8% | -13.4% | -3.4% | -17.5% |
| YTD | -3.5% | -16.5% | +13.0% | -4.2% |
| 1Y | -3.5% | -30.6% | +27.1% | -2.2% |
| All | -3.5% | -30.3% | +26.8% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling