+52.0%
V vs VRSK
-26.6%
+78.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | -3.0% | -7.7% | +4.7% | -0.8% |
| 30D | +1.2% | -2.8% | +4.0% | +1.9% |
| 3M | +13.9% | -3.7% | +17.6% | +14.6% |
| 6M | +17.2% | -12.8% | +30.0% | +20.8% |
| YTD | +5.3% | -21.0% | +26.3% | +11.9% |
| 1Y | +9.5% | -32.5% | +41.9% | +22.6% |
| All | +52.0% | -26.6% | +78.6% | +68.1% |
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 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