+33.5%
XLB vs VRSK
-11.9%
+45.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -3.5% | -7.7% | +4.2% | -1.8% |
| 30D | -4.7% | -2.8% | -1.8% | -4.2% |
| 3M | +2.7% | -3.7% | +6.4% | +3.1% |
| 6M | +2.6% | -12.8% | +15.4% | +5.4% |
| YTD | +12.8% | -21.0% | +33.8% | +19.2% |
| 1Y | +14.0% | -32.5% | +46.4% | +27.1% |
| 3Y | +31.5% | -26.5% | +58.0% | +39.1% |
| All | +33.5% | -11.9% | +45.4% | +24.3% |
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