+75.5%
UMC vs VRSK
-2.2%
+77.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +6.9% | -23.6% | -13.2% |
| 7D | -25.8% | +10.9% | -36.7% | -21.3% |
| 30D | -42.3% | +28.0% | -70.3% | -35.0% |
| 3M | -30.6% | +12.3% | -43.0% | -25.0% |
| 6M | -2.8% | +17.8% | -20.6% | +6.2% |
| YTD | +73.2% | -4.7% | +77.9% | +81.8% |
| 1Y | +75.5% | -0.2% | +75.7% | +84.7% |
| All | +75.5% | -2.2% | +77.7% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling