-84.2%
OPEN vs VRSK
-11.9%
-72.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -5.8% |
| 7D | -10.5% | -7.7% | -2.8% | -5.1% |
| 30D | -21.8% | -2.8% | -19.0% | -20.5% |
| 3M | -37.5% | -3.7% | -33.8% | -37.7% |
| 6M | -44.1% | -12.8% | -31.3% | -39.8% |
| YTD | -52.0% | -21.0% | -31.0% | -44.4% |
| 1Y | -52.2% | -32.5% | -19.8% | -35.5% |
| 3Y | -25.9% | -26.5% | +0.6% | -19.4% |
| All | -84.2% | -11.9% | -72.3% | -87.7% |
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