+59.8%
ON vs VRSK
-11.8%
+71.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.4% | -5.2% | +7.5% | +3.4% |
| 30D | -8.6% | -2.3% | -6.3% | -8.3% |
| 3M | -34.3% | -2.9% | -31.4% | -34.9% |
| 6M | +28.5% | -12.8% | +41.3% | +31.7% |
| YTD | +40.6% | -20.8% | +61.4% | +49.4% |
| 1Y | +55.3% | -33.2% | +88.5% | +78.4% |
| 3Y | -22.2% | -26.6% | +4.4% | -20.0% |
| All | +59.8% | -11.8% | +71.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling