+553.4%
SE vs VRSK
+118.0%
+435.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -5.2% | -5.2% | -0.1% | -2.4% |
| 30D | -17.1% | -2.3% | -14.8% | -16.4% |
| 3M | +24.0% | -2.9% | +26.9% | +23.7% |
| 6M | +21.0% | -12.8% | +33.8% | +27.7% |
| YTD | -16.7% | -20.8% | +4.1% | -7.3% |
| 1Y | -45.9% | -33.2% | -12.7% | -32.5% |
| 3Y | +177.8% | -26.6% | +204.4% | +204.7% |
| 5Y | -67.4% | -11.3% | -56.0% | -69.6% |
| All | +553.4% | +118.0% | +435.3% | +201.5% |
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