+18.7%
PATH vs VRSK
-34.5%
+53.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.5% | -2.2% | -5.2% |
| 7D | -22.8% | -9.7% | -13.1% | -19.0% |
| 30D | -6.9% | -8.5% | +1.6% | -3.0% |
| 3M | +25.4% | -1.7% | +27.1% | +27.4% |
| 6M | +18.1% | -17.9% | +36.0% | +19.4% |
| YTD | -14.5% | -21.1% | +6.6% | -12.8% |
| 1Y | +18.7% | -35.1% | +53.9% | +32.2% |
| All | +18.7% | -34.5% | +53.3% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling