+22.0%
USB vs VRSK
-1.4%
+23.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | 0.0% | +4.2% | -4.2% | -0.8% |
| 30D | +5.8% | +21.3% | -15.4% | +2.1% |
| 3M | -6.0% | +8.1% | -14.1% | -7.6% |
| 6M | +7.8% | +20.3% | -12.6% | +3.2% |
| YTD | +14.6% | -7.8% | +22.4% | +16.3% |
| 1Y | +31.8% | -2.9% | +34.7% | +31.6% |
| 3Y | +91.5% | -9.4% | +100.9% | +90.7% |
| All | +22.0% | -1.4% | +23.5% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling