-63.7%
W vs VRSK
-11.9%
-51.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | +0.5% | -7.7% | +8.2% | +5.6% |
| 30D | -5.6% | -2.8% | -2.7% | -4.4% |
| 3M | +41.9% | -3.7% | +45.6% | +43.2% |
| 6M | +30.2% | -12.8% | +43.0% | +39.7% |
| YTD | -2.9% | -21.0% | +18.0% | +11.2% |
| 1Y | +11.6% | -32.5% | +44.0% | +45.6% |
| 3Y | +37.0% | -26.5% | +63.5% | +38.7% |
| All | -63.7% | -11.9% | -51.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling