+117.9%
RF vs VRSK
-11.4%
+129.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.3% | +4.1% | -5.5% | -1.7% |
| 30D | +4.6% | +16.1% | -11.4% | +3.3% |
| 3M | -8.4% | +14.1% | -22.6% | -9.6% |
| 6M | +8.9% | +22.9% | -14.0% | +6.5% |
| YTD | +8.8% | -7.2% | +16.0% | +10.4% |
| 1Y | +18.9% | -3.4% | +22.3% | +19.6% |
| All | +117.9% | -11.4% | +129.3% | +124.6% |
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 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