+66.2%
T vs VRSK
-11.9%
+78.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -2.4% | -7.7% | +5.3% | -1.2% |
| 30D | +4.3% | -2.8% | +7.1% | +4.7% |
| 3M | +11.6% | -3.7% | +15.3% | +12.1% |
| 6M | -5.6% | -12.8% | +7.2% | -3.8% |
| YTD | +6.6% | -21.0% | +27.5% | +10.3% |
| 1Y | -8.4% | -32.5% | +24.1% | -2.4% |
| 3Y | +107.8% | -26.5% | +134.4% | +118.7% |
| All | +66.2% | -11.9% | +78.2% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling