+284.9%
IR vs VRSK
+136.2%
+148.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +0.5% |
| 7D | +0.6% | -9.7% | +10.3% | +4.6% |
| 30D | -13.6% | -8.5% | -5.1% | -10.9% |
| 3M | +3.7% | -1.7% | +5.4% | +3.3% |
| 6M | -13.1% | -17.9% | +4.8% | -7.3% |
| YTD | -5.1% | -21.1% | +16.0% | +2.2% |
| 1Y | -6.5% | -35.1% | +28.7% | +10.5% |
| 3Y | +8.5% | -26.7% | +35.2% | +16.8% |
| 5Y | +43.3% | -12.0% | +55.3% | +36.6% |
| All | +284.9% | +136.2% | +148.7% | +107.2% |
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 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