-30.6%
VRSK vs EXEL
+59.2%
-89.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -3.1% | +8.4% | -11.5% | -2.8% |
| 30D | -1.6% | +4.1% | -5.6% | -1.4% |
| 3M | +3.5% | +12.4% | -8.9% | +4.2% |
| 6M | -13.4% | +41.5% | -54.9% | -11.3% |
| YTD | -16.5% | +34.6% | -51.1% | -14.7% |
| 1Y | -30.6% | +57.9% | -88.4% | -30.1% |
| All | -30.6% | +59.2% | -89.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling