+579.5%
VRSK vs XHB
+663.5%
-84.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -7.7% | -5.2% | -2.5% | -5.9% |
| 30D | -2.8% | -12.1% | +9.3% | +1.8% |
| 3M | -3.7% | -6.2% | +2.5% | -1.8% |
| 6M | -12.8% | -6.7% | -6.1% | -11.6% |
| YTD | -21.0% | -5.5% | -15.5% | -20.9% |
| 1Y | -32.5% | -15.6% | -16.8% | -29.4% |
| 3Y | -26.5% | +22.0% | -48.5% | -36.4% |
| 5Y | -11.5% | +31.8% | -43.3% | -27.3% |
| 10Y | +125.7% | +208.1% | -82.4% | +26.0% |
| All | +579.5% | +663.5% | -84.0% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling