+703.2%
RF vs VRSK
+623.8%
+79.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +1.1% |
| 7D | +1.3% | -3.1% | +4.4% | +2.7% |
| 30D | -3.6% | -1.6% | -2.0% | -3.3% |
| 3M | +8.1% | +3.5% | +4.6% | +5.1% |
| 6M | +11.5% | -13.4% | +24.8% | +17.1% |
| YTD | +15.6% | -16.5% | +32.1% | +22.4% |
| 1Y | +15.7% | -30.6% | +46.3% | +34.2% |
| 3Y | +86.9% | -21.9% | +108.8% | +97.5% |
| 5Y | +89.8% | -6.3% | +96.1% | +75.2% |
| 10Y | +344.7% | +133.1% | +211.6% | +131.9% |
| All | +703.2% | +623.8% | +79.4% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling