+590.8%
XEL vs VRSK
+585.1%
+5.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.2% | -7.7% | +6.5% | +1.2% |
| 30D | -2.9% | -2.8% | -0.1% | -2.3% |
| 3M | -2.7% | -3.7% | +1.0% | -2.2% |
| 6M | -6.5% | -12.8% | +6.2% | -3.6% |
| YTD | +3.6% | -21.0% | +24.6% | +9.9% |
| 1Y | +7.5% | -32.5% | +40.0% | +20.0% |
| 3Y | +46.3% | -26.5% | +72.9% | +56.9% |
| 5Y | +30.5% | -11.5% | +42.0% | +28.8% |
| 10Y | +151.4% | +125.7% | +25.7% | +91.9% |
| All | +590.8% | +585.1% | +5.7% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling