+143.7%
XLC vs VRSK
+70.2%
+73.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | -5.2% | +5.7% | +2.6% |
| 30D | +2.1% | -2.3% | +4.4% | +2.8% |
| 3M | +0.7% | -2.9% | +3.6% | +1.0% |
| 6M | -3.2% | -12.8% | +9.6% | +1.0% |
| YTD | -3.8% | -20.8% | +17.0% | +4.3% |
| 1Y | -2.0% | -33.2% | +31.2% | +14.7% |
| 3Y | +71.4% | -26.6% | +97.9% | +85.6% |
| 5Y | +40.7% | -11.3% | +52.0% | +34.1% |
| All | +143.7% | +70.2% | +73.5% | +45.9% |
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