+147.8%
XEL vs VRSK
+126.1%
+21.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -5.2% | +4.9% | +1.5% |
| 30D | -3.9% | -2.3% | -1.6% | -3.4% |
| 3M | -2.8% | -2.9% | +0.1% | -2.6% |
| 6M | -5.4% | -12.8% | +7.4% | -1.9% |
| YTD | +3.8% | -20.8% | +24.6% | +11.2% |
| 1Y | +6.8% | -33.2% | +40.1% | +22.8% |
| 3Y | +45.6% | -26.6% | +72.2% | +57.8% |
| 5Y | +30.7% | -11.3% | +42.0% | +26.6% |
| All | +147.8% | +126.1% | +21.7% | +82.4% |
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