+36.1%
IR vs VRSK
-11.9%
+48.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -3.1% | -7.7% | +4.7% | -1.3% |
| 30D | -14.0% | -2.8% | -11.2% | -13.6% |
| 3M | +3.7% | -3.7% | +7.4% | +4.1% |
| 6M | -15.4% | -12.8% | -2.6% | -12.9% |
| YTD | -7.7% | -21.0% | +13.3% | -2.1% |
| 1Y | -8.8% | -32.5% | +23.6% | +2.8% |
| 3Y | +5.6% | -26.5% | +32.1% | +11.6% |
| All | +36.1% | -11.9% | +48.1% | +31.7% |
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