+29.5%
TER vs VRSK
-16.3%
+45.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +4.9% |
| 7D | +12.4% | -5.4% | +17.8% | +5.0% |
| 30D | +5.1% | -1.8% | +6.9% | +4.2% |
| 3M | +4.0% | -2.2% | +6.2% | +6.9% |
| 6M | +29.5% | -14.9% | +44.4% | +29.9% |
| All | +29.5% | -16.3% | +45.8% | +29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling