+9.1%
XLF vs VRSK
-30.3%
+39.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | +0.2% | -1.6% | +1.7% | +0.3% |
| 3M | +11.7% | +3.5% | +8.2% | +11.1% |
| 6M | +13.8% | -13.4% | +27.2% | +15.0% |
| YTD | +7.0% | -16.5% | +23.5% | +9.7% |
| 1Y | +9.1% | -30.6% | +39.7% | +16.1% |
| All | +9.1% | -30.3% | +39.4% | +16.1% |
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