+19.9%
XBI vs VRSK
-11.8%
+31.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.6% | -5.2% | +0.5% | -3.2% |
| 30D | -2.0% | -2.3% | +0.3% | -1.5% |
| 3M | +17.8% | -2.9% | +20.7% | +17.5% |
| 6M | +23.7% | -12.8% | +36.5% | +27.9% |
| YTD | +28.2% | -20.8% | +49.0% | +37.6% |
| 1Y | +64.0% | -33.2% | +97.2% | +90.4% |
| 3Y | +99.4% | -26.6% | +126.0% | +110.5% |
| All | +19.9% | -11.8% | +31.7% | +5.6% |
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