+12.0%
VRSK vs XE
-66.6%
+78.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | -0.6% |
| 7D | +4.2% | -12.9% | +17.2% | +2.8% |
| 30D | +21.2% | -30.3% | +51.4% | +17.3% |
| 3M | +2.9% | -45.9% | +48.8% | -1.6% |
| 6M | +11.3% | -66.2% | +77.6% | +0.7% |
| All | +12.0% | -66.6% | +78.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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