+316.9%
T vs VRSK
+593.4%
-276.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | -3.1% | -5.4% | +2.3% | -1.7% |
| 30D | +4.6% | -1.8% | +6.3% | +4.9% |
| 3M | +12.2% | -2.2% | +14.5% | +12.5% |
| 6M | -6.5% | -14.9% | +8.5% | -3.1% |
| YTD | +4.9% | -20.0% | +24.9% | +10.0% |
| 1Y | -10.5% | -33.1% | +22.7% | -1.5% |
| 3Y | +104.6% | -25.6% | +130.2% | +116.3% |
| 5Y | +64.2% | -10.1% | +74.3% | +61.2% |
| 10Y | +68.4% | +128.4% | -60.0% | +25.6% |
| All | +316.9% | +593.4% | -276.5% | +145.9% |
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