-14.9%
VRSK vs EXEL
+42.2%
-57.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.5% |
| 7D | -5.4% | -0.3% | -5.1% | -5.4% |
| 30D | -1.8% | +10.1% | -11.9% | -1.0% |
| 3M | -2.2% | +10.1% | -12.3% | -1.2% |
| 6M | -14.9% | +37.7% | -52.6% | -9.9% |
| All | -14.9% | +42.2% | -57.1% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling