+41.2%
USB vs VRSK
-6.0%
+47.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.2% |
| 7D | +1.4% | -3.1% | +4.6% | +2.0% |
| 30D | -1.3% | -1.6% | +0.3% | -1.2% |
| 3M | +15.2% | +3.5% | +11.7% | +13.9% |
| 6M | +18.8% | -13.4% | +32.2% | +21.9% |
| YTD | +21.0% | -16.5% | +37.5% | +25.3% |
| 1Y | +34.0% | -30.6% | +64.6% | +46.3% |
| 3Y | +95.3% | -21.9% | +117.2% | +101.9% |
| All | +41.2% | -6.0% | +47.2% | +31.4% |
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 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