+1,851.9%
TER vs VRSK
+126.1%
+1,725.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | -5.2% | +11.5% | +7.8% |
| 30D | -5.7% | -2.3% | -3.4% | -5.6% |
| 3M | -0.4% | -2.9% | +2.5% | -2.3% |
| 6M | +25.8% | -12.8% | +38.6% | +26.6% |
| YTD | +96.4% | -20.8% | +117.2% | +103.7% |
| 1Y | +229.2% | -33.2% | +262.4% | +269.4% |
| 3Y | +288.1% | -26.6% | +314.7% | +285.2% |
| 5Y | +219.9% | -11.3% | +231.3% | +171.9% |
| All | +1,851.9% | +126.1% | +1,725.9% | +810.6% |
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 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