+2,243.7%
V vs VRSK
+593.4%
+1,650.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -1.0% |
| 7D | -2.9% | -5.4% | +2.5% | -0.4% |
| 30D | +1.9% | -1.8% | +3.6% | +2.4% |
| 3M | +13.2% | -2.2% | +15.5% | +13.5% |
| 6M | +16.7% | -14.9% | +31.6% | +24.3% |
| YTD | +5.4% | -20.0% | +25.4% | +14.8% |
| 1Y | +7.7% | -33.1% | +40.8% | +27.6% |
| 3Y | +52.0% | -25.6% | +77.6% | +67.7% |
| 5Y | +67.7% | -10.1% | +77.9% | +64.6% |
| 10Y | +384.8% | +128.4% | +256.3% | +209.7% |
| All | +2,243.7% | +593.4% | +1,650.3% | +956.7% |
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