-35.7%
U vs VRSK
-0.1%
-35.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | -5.2% | +10.7% | +8.6% |
| 30D | -1.3% | -2.3% | +1.0% | -0.4% |
| 3M | +64.6% | -2.9% | +67.5% | +64.4% |
| 6M | +119.4% | -12.8% | +132.2% | +133.1% |
| YTD | -0.5% | -20.8% | +20.3% | +12.5% |
| 1Y | +1.3% | -33.2% | +34.5% | +29.1% |
| 3Y | +15.6% | -26.6% | +42.2% | +22.4% |
| 5Y | -67.5% | -11.3% | -56.1% | -73.0% |
| All | -35.7% | -0.1% | -35.6% | -51.1% |
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