+379.1%
V vs VRSK
+126.1%
+253.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.2% | -5.2% | +3.9% | +1.4% |
| 30D | +3.1% | -2.3% | +5.4% | +4.0% |
| 3M | +16.3% | -2.9% | +19.2% | +16.9% |
| 6M | +20.4% | -12.8% | +33.2% | +27.3% |
| YTD | +6.3% | -20.8% | +27.1% | +17.5% |
| 1Y | +8.7% | -33.2% | +41.9% | +31.8% |
| 3Y | +53.3% | -26.6% | +79.9% | +71.5% |
| 5Y | +71.1% | -11.3% | +82.4% | +65.6% |
| All | +379.1% | +126.1% | +253.1% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling