+155.2%
W vs VRSK
+126.1%
+29.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -0.9% | -5.2% | +4.3% | +3.2% |
| 30D | -4.2% | -2.3% | -1.9% | -3.2% |
| 3M | +26.9% | -2.9% | +29.8% | +27.4% |
| 6M | +31.2% | -12.8% | +44.0% | +41.6% |
| YTD | -1.8% | -20.8% | +19.0% | +13.3% |
| 1Y | +9.3% | -33.2% | +42.5% | +45.6% |
| 3Y | +33.2% | -26.6% | +59.8% | +45.1% |
| 5Y | -62.4% | -11.3% | -51.1% | -65.9% |
| All | +155.2% | +126.1% | +29.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling