-11.1%
VRSK vs XHB
+33.0%
-44.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -5.2% | -4.6% | -0.5% | -4.0% |
| 30D | -2.3% | -9.1% | +6.8% | +0.1% |
| 3M | -2.9% | -8.6% | +5.6% | -0.9% |
| 6M | -12.8% | -4.0% | -8.8% | -12.6% |
| YTD | -20.8% | -3.9% | -16.9% | -21.2% |
| 1Y | -33.2% | -16.5% | -16.7% | -30.6% |
| 3Y | -26.6% | +22.6% | -49.1% | -36.6% |
| All | -11.1% | +33.0% | -44.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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