+102.4%
XLP vs VRSK
+125.6%
-23.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -2.5% | -7.7% | +5.2% | 0.0% |
| 30D | -1.9% | -2.8% | +0.9% | -1.1% |
| 3M | -2.1% | -3.7% | +1.6% | -1.4% |
| 6M | -1.8% | -12.8% | +10.9% | +1.8% |
| YTD | +8.3% | -21.0% | +29.3% | +15.7% |
| 1Y | +6.8% | -32.5% | +39.3% | +20.7% |
| 3Y | +25.7% | -26.5% | +52.3% | +35.5% |
| 5Y | +31.9% | -11.5% | +43.4% | +29.1% |
| All | +102.4% | +125.6% | -23.2% | +41.4% |
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