-1.4%
LOW vs VRSK
-8.8%
+7.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +15.6% | +4.2% | +11.4% | +15.1% |
| 30D | +28.6% | +21.2% | +7.4% | +26.8% |
| 3M | +5.8% | +2.9% | +3.0% | +5.1% |
| 6M | +3.8% | +11.3% | -7.5% | +4.1% |
| YTD | -2.8% | -10.8% | +8.1% | -0.9% |
| 1Y | -1.4% | -9.2% | +7.8% | -0.2% |
| All | -1.4% | -8.8% | +7.4% | -0.2% |
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