+207.2%
UMC vs VRSK
-30.3%
+237.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +3.9% |
| 7D | +5.0% | -3.1% | +8.1% | +4.1% |
| 30D | +7.7% | -1.6% | +9.2% | +7.5% |
| 3M | +1.7% | +3.5% | -1.8% | +1.7% |
| 6M | +113.9% | -13.4% | +127.3% | +115.9% |
| YTD | +168.9% | -16.5% | +185.4% | +168.2% |
| 1Y | +207.2% | -30.6% | +237.8% | +206.3% |
| All | +207.2% | -30.3% | +237.5% | +206.3% |
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