-9.9%
LOW vs VRSK
-26.5%
+16.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -5.2% | +1.4% | -3.2% |
| 30D | -8.9% | -2.3% | -6.5% | -8.7% |
| 3M | -10.4% | -2.9% | -7.5% | -10.0% |
| 6M | -19.4% | -12.8% | -6.6% | -18.0% |
| YTD | -17.1% | -20.8% | +3.7% | -14.4% |
| 1Y | -26.3% | -33.2% | +7.0% | -21.6% |
| 3Y | -9.9% | -26.6% | +16.7% | -7.0% |
| All | -9.9% | -26.5% | +16.6% | -7.0% |
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