-49.3%
TE vs VRSK
-11.8%
-37.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | -5.2% | +5.4% | +0.6% |
| 30D | -5.9% | -2.3% | -3.6% | -5.9% |
| 3M | -45.6% | -2.9% | -42.6% | -46.5% |
| 6M | -43.4% | -12.8% | -30.6% | -43.1% |
| YTD | -31.0% | -20.8% | -10.2% | -28.8% |
| 1Y | +145.2% | -33.2% | +178.4% | +171.8% |
| 3Y | -24.1% | -26.6% | +2.5% | -26.3% |
| All | -49.3% | -11.8% | -37.6% | -55.0% |
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 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