+804.7%
XLI vs VRSK
+586.4%
+218.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -5.2% | +3.5% | +0.3% |
| 30D | -7.3% | -2.3% | -5.0% | -6.7% |
| 3M | -1.3% | -2.9% | +1.6% | -1.4% |
| 6M | +2.2% | -12.8% | +15.0% | +5.7% |
| YTD | +11.7% | -20.8% | +32.5% | +19.5% |
| 1Y | +14.3% | -33.2% | +47.5% | +31.1% |
| 3Y | +70.3% | -26.6% | +96.9% | +83.2% |
| 5Y | +82.3% | -11.3% | +93.6% | +75.7% |
| 10Y | +258.4% | +126.1% | +132.3% | +122.4% |
| All | +804.7% | +586.4% | +218.3% | +253.2% |
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