+311.0%
XLE vs VRSK
+593.4%
-282.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +0.3% | -5.4% | +5.7% | +2.1% |
| 30D | +8.5% | -1.8% | +10.3% | +8.9% |
| 3M | +14.6% | -2.2% | +16.9% | +14.4% |
| 6M | +17.6% | -14.9% | +32.5% | +22.5% |
| YTD | +48.1% | -20.0% | +68.1% | +56.8% |
| 1Y | +53.8% | -33.1% | +86.9% | +73.0% |
| 3Y | +56.2% | -25.6% | +81.9% | +65.3% |
| 5Y | +227.7% | -10.1% | +237.8% | +212.0% |
| 10Y | +181.3% | +128.4% | +52.9% | +77.6% |
| All | +311.0% | +593.4% | -282.3% | +67.9% |
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 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