+66.3%
VRSK vs REPL
-9.7%
+76.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.5% |
| 7D | -5.4% | -9.6% | +4.2% | -5.3% |
| 30D | -1.8% | +5.7% | -7.5% | -1.9% |
| 3M | -2.2% | +56.4% | -58.6% | -3.5% |
| 6M | -14.9% | +67.4% | -82.3% | -17.5% |
| YTD | -20.0% | +48.7% | -68.7% | -22.3% |
| 1Y | -33.1% | +148.3% | -181.4% | -37.0% |
| 3Y | -25.6% | -26.7% | +1.0% | -31.0% |
| 5Y | -10.1% | -54.1% | +44.0% | -15.6% |
| All | +66.3% | -9.7% | +76.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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