+31.3%
XLP vs VRSK
-10.8%
+42.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -2.9% | -5.4% | +2.5% | -1.7% |
| 30D | -2.2% | -1.8% | -0.5% | -2.0% |
| 3M | -0.6% | -2.2% | +1.7% | -0.3% |
| 6M | -2.2% | -14.9% | +12.7% | +1.3% |
| YTD | +8.3% | -20.0% | +28.3% | +13.7% |
| 1Y | +5.7% | -33.1% | +38.9% | +17.1% |
| 3Y | +25.7% | -25.6% | +51.3% | +33.6% |
| 5Y | +31.3% | -10.1% | +41.4% | +26.3% |
| All | +31.3% | -10.8% | +42.1% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling