+70.3%
T vs VRSK
+126.1%
-55.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.5% | -5.2% | +6.6% | +2.9% |
| 30D | +7.5% | -2.3% | +9.8% | +8.0% |
| 3M | +14.8% | -2.9% | +17.7% | +15.4% |
| 6M | -1.7% | -12.8% | +11.1% | +1.3% |
| YTD | +8.7% | -20.8% | +29.5% | +14.9% |
| 1Y | -7.5% | -33.2% | +25.8% | +2.9% |
| 3Y | +110.2% | -26.6% | +136.8% | +124.1% |
| 5Y | +71.6% | -11.3% | +83.0% | +67.5% |
| All | +70.3% | +126.1% | -55.8% | +20.4% |
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