+338.0%
RF vs VRSK
+126.1%
+211.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | -5.2% | +4.2% | +1.2% |
| 30D | -3.7% | -2.3% | -1.4% | -3.1% |
| 3M | +5.3% | -2.9% | +8.3% | +5.5% |
| 6M | +17.2% | -12.8% | +30.0% | +22.1% |
| YTD | +14.5% | -20.8% | +35.3% | +23.6% |
| 1Y | +15.9% | -33.2% | +49.2% | +35.6% |
| 3Y | +91.2% | -26.6% | +117.8% | +106.6% |
| 5Y | +90.0% | -11.3% | +101.4% | +78.6% |
| All | +338.0% | +126.1% | +211.9% | +155.6% |
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