+15.2%
RF vs VRSK
-33.5%
+48.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -1.6% | -7.7% | +6.1% | -1.6% |
| 30D | -4.3% | -2.8% | -1.4% | -4.3% |
| 3M | +5.9% | -3.7% | +9.6% | +5.9% |
| 6M | +14.1% | -12.8% | +26.9% | +14.0% |
| YTD | +13.8% | -21.0% | +34.8% | +15.3% |
| 1Y | +15.2% | -32.5% | +47.7% | +21.3% |
| All | +15.2% | -33.5% | +48.7% | +21.3% |
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 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