+33.6%
USB vs VRSK
-34.5%
+68.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.2% | -1.6% |
| 7D | +2.1% | -9.7% | +11.8% | +1.7% |
| 30D | -2.3% | -8.5% | +6.2% | -2.5% |
| 3M | +13.9% | -1.7% | +15.5% | +13.9% |
| 6M | +21.6% | -17.9% | +39.5% | +20.3% |
| YTD | +19.3% | -21.1% | +40.5% | +19.8% |
| 1Y | +33.6% | -35.1% | +68.7% | +34.0% |
| All | +33.6% | -34.5% | +68.1% | +34.0% |
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