+91.5%
USB vs VRSK
-9.3%
+100.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | 0.0% | +4.2% | -4.2% | -0.3% |
| 30D | +5.8% | +21.3% | -15.4% | +4.6% |
| 3M | -6.0% | +8.1% | -14.1% | -6.5% |
| 6M | +7.8% | +20.3% | -12.6% | +6.1% |
| YTD | +14.6% | -7.8% | +22.4% | +16.3% |
| 1Y | +31.8% | -2.9% | +34.7% | +32.5% |
| 3Y | +91.5% | -9.4% | +100.9% | +101.6% |
| All | +91.5% | -9.3% | +100.8% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling