+201.0%
URI vs VRSK
-11.3%
+212.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | -0.5% | -7.7% | +7.3% | +1.2% |
| 30D | -13.4% | -2.8% | -10.5% | -13.0% |
| 3M | -6.2% | -3.7% | -2.5% | -6.2% |
| 6M | +28.0% | -12.8% | +40.7% | +31.5% |
| YTD | +23.0% | -21.0% | +43.9% | +30.4% |
| 1Y | +5.5% | -32.5% | +38.0% | +18.9% |
| 3Y | +119.2% | -26.5% | +145.7% | +127.6% |
| 5Y | +201.0% | -11.5% | +212.5% | +170.5% |
| All | +201.0% | -11.3% | +212.3% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling