+373.4%
USB vs VRSK
+623.8%
-250.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.7% |
| 7D | +1.4% | -3.1% | +4.6% | +2.6% |
| 30D | -1.3% | -1.6% | +0.3% | -1.1% |
| 3M | +15.2% | +3.5% | +11.7% | +12.7% |
| 6M | +18.8% | -13.4% | +32.2% | +23.6% |
| YTD | +21.0% | -16.5% | +37.5% | +26.7% |
| 1Y | +34.0% | -30.6% | +64.6% | +50.9% |
| 3Y | +95.3% | -21.9% | +117.2% | +104.8% |
| 5Y | +40.4% | -6.3% | +46.7% | +32.6% |
| 10Y | +107.3% | +133.1% | -25.8% | +27.9% |
| All | +373.4% | +623.8% | -250.4% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling