-66.5%
U vs VRSK
-11.8%
-54.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | -5.2% | +10.7% | +8.7% |
| 30D | -1.3% | -2.3% | +1.0% | -0.4% |
| 3M | +64.6% | -2.9% | +67.5% | +64.2% |
| 6M | +119.4% | -12.8% | +132.2% | +133.8% |
| YTD | -0.5% | -20.8% | +20.3% | +13.5% |
| 1Y | +1.3% | -33.2% | +34.5% | +31.9% |
| 3Y | +15.6% | -26.6% | +42.2% | +19.1% |
| All | -66.5% | -11.8% | -54.7% | -76.4% |
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