+159.8%
XLB vs VRSK
+126.1%
+33.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | -5.2% | +2.3% | -0.9% |
| 30D | -3.1% | -2.3% | -0.8% | -2.5% |
| 3M | -0.2% | -2.9% | +2.8% | 0.0% |
| 6M | +3.1% | -12.8% | +15.9% | +7.0% |
| YTD | +13.3% | -20.8% | +34.1% | +21.8% |
| 1Y | +12.0% | -33.2% | +45.3% | +29.9% |
| 3Y | +31.4% | -26.6% | +58.0% | +41.8% |
| 5Y | +33.9% | -11.3% | +45.3% | +27.6% |
| All | +159.8% | +126.1% | +33.7% | +53.4% |
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