+523.6%
XLF vs VRSK
+585.1%
-61.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.9% | -7.7% | +4.8% | +0.4% |
| 30D | -1.6% | -2.8% | +1.2% | -0.7% |
| 3M | +9.3% | -3.7% | +13.0% | +9.9% |
| 6M | +14.6% | -12.8% | +27.4% | +19.5% |
| YTD | +4.7% | -21.0% | +25.7% | +13.4% |
| 1Y | +8.6% | -32.5% | +41.1% | +26.0% |
| 3Y | +73.9% | -26.5% | +100.4% | +89.8% |
| 5Y | +65.0% | -11.5% | +76.5% | +60.7% |
| 10Y | +250.4% | +125.7% | +124.7% | +112.5% |
| All | +523.6% | +585.1% | -61.5% | +120.1% |
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 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