+7.7%
NDAQ vs VRSK
-16.3%
+24.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.3% |
| 7D | -1.6% | -5.4% | +3.8% | +0.1% |
| 30D | -1.5% | -1.8% | +0.3% | -0.9% |
| 3M | +8.0% | -2.2% | +10.3% | +8.4% |
| 6M | +7.7% | -14.9% | +22.6% | +14.5% |
| All | +7.7% | -16.3% | +24.0% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling