+1,186.2%
URI vs VRSK
+125.6%
+1,060.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.3% |
| 7D | -0.5% | -7.7% | +7.3% | +3.3% |
| 30D | -13.4% | -2.8% | -10.5% | -12.6% |
| 3M | -6.2% | -3.7% | -2.5% | -6.2% |
| 6M | +28.0% | -12.8% | +40.7% | +33.3% |
| YTD | +23.0% | -21.0% | +43.9% | +34.0% |
| 1Y | +5.5% | -32.5% | +38.0% | +25.5% |
| 3Y | +119.2% | -26.5% | +145.7% | +135.0% |
| 5Y | +201.0% | -11.5% | +212.5% | +174.7% |
| All | +1,186.2% | +125.6% | +1,060.6% | +467.4% |
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 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