+788.5%
XLK vs VRSK
+126.1%
+662.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.2% | -5.2% | +5.4% | +2.5% |
| 30D | -0.6% | -2.3% | +1.7% | 0.0% |
| 3M | +2.6% | -2.9% | +5.5% | +1.8% |
| 6M | +34.0% | -12.8% | +46.8% | +38.8% |
| YTD | +30.7% | -20.8% | +51.5% | +41.4% |
| 1Y | +39.2% | -33.2% | +72.4% | +64.3% |
| 3Y | +120.4% | -26.6% | +147.0% | +135.2% |
| 5Y | +148.8% | -11.3% | +160.1% | +129.0% |
| All | +788.5% | +126.1% | +662.4% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling