+587.8%
VRSK vs EXEL
+818.6%
-230.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | -5.4% | -0.3% | -5.1% | -5.4% |
| 30D | -1.8% | +10.1% | -11.9% | -2.5% |
| 3M | -2.2% | +10.1% | -12.3% | -3.1% |
| 6M | -14.9% | +37.7% | -52.6% | -17.3% |
| YTD | -20.0% | +33.1% | -53.1% | -22.1% |
| 1Y | -33.1% | +52.4% | -85.5% | -35.8% |
| 3Y | -25.6% | +163.8% | -189.5% | -32.5% |
| 5Y | -10.1% | +198.5% | -208.6% | -19.8% |
| 10Y | +128.4% | +386.9% | -258.5% | +90.3% |
| All | +587.8% | +818.6% | -230.8% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling