+89.7%
RF vs VRSK
-25.7%
+115.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -0.1% | -5.4% | +5.3% | +0.4% |
| 30D | -4.0% | -1.8% | -2.3% | -4.0% |
| 3M | +5.6% | -2.2% | +7.8% | +5.6% |
| 6M | +13.1% | -14.9% | +28.0% | +15.0% |
| YTD | +13.6% | -20.0% | +33.6% | +17.1% |
| 1Y | +16.0% | -33.1% | +49.1% | +24.5% |
| All | +89.7% | -25.7% | +115.4% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling