+64.4%
UL vs VRSK
+126.1%
-61.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.4% | -5.2% | +1.8% | -1.9% |
| 30D | +0.5% | -2.3% | +2.8% | +1.1% |
| 3M | +7.2% | -2.9% | +10.2% | +7.8% |
| 6M | -3.1% | -12.8% | +9.7% | +0.2% |
| YTD | -2.7% | -20.8% | +18.1% | +3.3% |
| 1Y | -10.2% | -33.2% | +23.0% | +0.8% |
| 3Y | +20.3% | -26.6% | +46.8% | +28.7% |
| 5Y | +19.9% | -11.3% | +31.3% | +17.2% |
| All | +64.4% | +126.1% | -61.7% | +17.0% |
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