-45.9%
SE vs VRSK
-32.3%
-13.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -5.2% | -5.2% | -0.1% | -5.2% |
| 30D | -17.1% | -2.3% | -14.8% | -17.1% |
| 3M | +24.0% | -2.9% | +26.9% | +23.8% |
| 6M | +21.0% | -12.8% | +33.8% | +20.2% |
| YTD | -16.7% | -20.8% | +4.1% | -15.7% |
| 1Y | -45.9% | -33.2% | -12.7% | -46.0% |
| All | -45.9% | -32.3% | -13.6% | -46.0% |
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