+363.0%
NDAQ vs VRSK
+126.1%
+237.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | -5.6% | -5.2% | -0.4% | -2.9% |
| 30D | -4.4% | -2.3% | -2.0% | -3.4% |
| 3M | +5.9% | -2.9% | +8.8% | +6.7% |
| 6M | +7.7% | -12.8% | +20.5% | +14.4% |
| YTD | -5.2% | -20.8% | +15.7% | +6.2% |
| 1Y | -3.4% | -33.2% | +29.9% | +18.6% |
| 3Y | +85.6% | -26.6% | +112.2% | +109.8% |
| 5Y | +49.5% | -11.3% | +60.8% | +46.9% |
| All | +363.0% | +126.1% | +237.0% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling