+106.7%
USB vs VRSK
+128.2%
-21.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.1% | -5.4% | +4.4% | +0.8% |
| 30D | -3.2% | -1.8% | -1.5% | -2.9% |
| 3M | +11.8% | -2.2% | +14.1% | +11.6% |
| 6M | +21.4% | -14.9% | +36.3% | +26.9% |
| YTD | +18.6% | -20.0% | +38.6% | +26.2% |
| 1Y | +30.8% | -33.1% | +64.0% | +49.6% |
| 3Y | +96.5% | -25.6% | +122.2% | +109.4% |
| 5Y | +38.4% | -10.1% | +48.5% | +31.1% |
| 10Y | +106.7% | +128.4% | -21.7% | +30.2% |
| All | +106.7% | +128.2% | -21.5% | +30.2% |
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