+580.9%
VRSK vs DTE
+727.9%
-147.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -5.2% | -2.6% | -2.6% | -4.2% |
| 30D | -2.3% | -4.4% | +2.1% | -0.6% |
| 3M | -2.9% | -8.3% | +5.4% | +0.5% |
| 6M | -12.8% | -8.1% | -4.7% | -10.2% |
| YTD | -20.8% | +4.4% | -25.2% | -22.8% |
| 1Y | -33.2% | +0.2% | -33.4% | -33.9% |
| 3Y | -26.6% | +42.6% | -69.2% | -37.8% |
| 5Y | -11.3% | +31.5% | -42.8% | -22.8% |
| 10Y | +126.1% | +138.2% | -12.1% | +52.3% |
| All | +580.9% | +727.9% | -147.1% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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