+32.4%
USB vs VRSK
-2.8%
+35.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | 0.0% |
| 7D | -0.5% | +4.1% | -4.6% | -0.3% |
| 30D | +5.7% | +16.1% | -10.3% | +6.6% |
| 3M | -4.7% | +14.1% | -18.8% | -4.0% |
| 6M | +13.4% | +22.9% | -9.5% | +15.4% |
| YTD | +17.0% | -7.2% | +24.2% | +14.8% |
| 1Y | +32.4% | -3.4% | +35.7% | +30.7% |
| All | +32.4% | -2.8% | +35.2% | +30.7% |
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