+176.9%
XLE vs VRSK
+125.6%
+51.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.5% | -7.7% | +8.2% | +2.9% |
| 30D | +6.6% | -2.8% | +9.4% | +7.2% |
| 3M | +12.3% | -3.7% | +16.0% | +12.5% |
| 6M | +18.4% | -12.8% | +31.2% | +22.1% |
| YTD | +47.2% | -21.0% | +68.2% | +56.2% |
| 1Y | +50.3% | -32.5% | +82.7% | +68.1% |
| 3Y | +55.3% | -26.5% | +81.8% | +64.3% |
| 5Y | +226.0% | -11.5% | +237.5% | +208.7% |
| All | +176.9% | +125.6% | +51.3% | +75.3% |
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 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