+89.2%
USB vs VRSK
+161.6%
-72.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.7% |
| 30D | +6.8% | +12.9% | -6.2% | +2.1% |
| 3M | -3.8% | +4.9% | -8.6% | -6.2% |
| 6M | +11.7% | +17.3% | -5.6% | +3.8% |
| YTD | +17.5% | -9.6% | +27.1% | +19.2% |
| 1Y | +33.8% | -5.6% | +39.4% | +33.1% |
| 3Y | +104.2% | -12.9% | +117.2% | +104.1% |
| 5Y | +26.4% | -3.9% | +30.4% | +17.8% |
| 10Y | +89.2% | +153.9% | -64.7% | +14.4% |
| All | +89.2% | +161.6% | -72.4% | +14.4% |
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