-11.1%
VRSK vs EXEL
+180.6%
-191.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -5.2% | -4.9% | -0.3% | -4.7% |
| 30D | -2.3% | +11.4% | -13.7% | -3.3% |
| 3M | -2.9% | +4.9% | -7.8% | -3.4% |
| 6M | -12.8% | +34.4% | -47.2% | -15.4% |
| YTD | -20.8% | +28.0% | -48.9% | -22.9% |
| 1Y | -33.2% | +43.6% | -76.9% | -36.0% |
| 3Y | -26.6% | +155.2% | -181.8% | -36.5% |
| All | -11.1% | +180.6% | -191.7% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling