+50.2%
XLE vs VRSK
-32.5%
+82.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.5% | -7.7% | +8.2% | +0.7% |
| 30D | +6.6% | -2.8% | +9.4% | +6.6% |
| 3M | +12.3% | -3.7% | +16.0% | +12.0% |
| 6M | +18.4% | -12.8% | +31.2% | +17.6% |
| YTD | +47.2% | -21.0% | +68.2% | +45.3% |
| All | +50.2% | -32.5% | +82.7% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling