-37.8%
U vs VRSK
+0.9%
-38.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.3% |
| 7D | +4.4% | -5.4% | +9.8% | +7.6% |
| 30D | -1.3% | -1.8% | +0.5% | -0.8% |
| 3M | +49.6% | -2.2% | +51.8% | +48.7% |
| 6M | +100.2% | -14.9% | +115.1% | +116.5% |
| YTD | -3.7% | -20.0% | +16.3% | +8.2% |
| 1Y | -6.5% | -33.1% | +26.6% | +19.4% |
| 3Y | +12.9% | -25.6% | +38.5% | +18.4% |
| 5Y | -68.3% | -10.1% | -58.2% | -73.9% |
| All | -37.8% | +0.9% | -38.7% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling