+139.9%
XLC vs VRSK
+72.0%
+67.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -1.4% | -5.4% | +4.0% | +0.8% |
| 30D | -0.9% | -1.8% | +0.9% | -0.4% |
| 3M | -0.3% | -2.2% | +1.9% | -0.3% |
| 6M | -5.2% | -14.9% | +9.7% | +0.1% |
| YTD | -5.3% | -20.0% | +14.7% | +2.3% |
| 1Y | -2.8% | -33.1% | +30.3% | +13.9% |
| 3Y | +71.2% | -25.6% | +96.8% | +84.5% |
| 5Y | +37.6% | -10.1% | +47.7% | +30.3% |
| All | +139.9% | +72.0% | +67.9% | +43.0% |
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