+50.7%
O vs VRSK
+126.1%
-75.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | -5.2% | +2.3% | -0.8% |
| 30D | -4.5% | -2.3% | -2.2% | -3.9% |
| 3M | -2.6% | -2.9% | +0.3% | -2.1% |
| 6M | -5.6% | -12.8% | +7.2% | -1.5% |
| YTD | +9.3% | -20.8% | +30.1% | +18.3% |
| 1Y | +4.3% | -33.2% | +37.5% | +22.0% |
| 3Y | +27.4% | -26.6% | +54.0% | +38.8% |
| 5Y | +17.1% | -11.3% | +28.4% | +12.3% |
| All | +50.7% | +126.1% | -75.3% | -4.3% |
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