+870.8%
SPY vs VRSK
+593.4%
+277.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -0.4% | -5.4% | +5.0% | +1.7% |
| 30D | -1.4% | -1.8% | +0.4% | -1.0% |
| 3M | +3.7% | -2.2% | +5.9% | +3.4% |
| 6M | +13.0% | -14.9% | +27.9% | +18.2% |
| YTD | +12.4% | -20.0% | +32.4% | +19.8% |
| 1Y | +18.5% | -33.1% | +51.7% | +35.6% |
| 3Y | +77.6% | -25.6% | +103.3% | +89.7% |
| 5Y | +81.7% | -10.1% | +91.8% | +75.0% |
| 10Y | +319.7% | +128.4% | +191.2% | +172.9% |
| All | +870.8% | +593.4% | +277.4% | +327.1% |
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