+278.4%
TER vs VRSK
-26.6%
+305.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -4.3% |
| 7D | +9.4% | -7.7% | +17.1% | +3.9% |
| 30D | -2.4% | -2.8% | +0.4% | -3.5% |
| 3M | +6.5% | -3.7% | +10.3% | +6.9% |
| 6M | +23.2% | -12.8% | +35.9% | +22.7% |
| YTD | +91.5% | -21.0% | +112.4% | +84.7% |
| 1Y | +214.8% | -32.5% | +247.3% | +201.5% |
| All | +278.4% | -26.6% | +305.0% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling