+43.3%
XLP vs VRSK
-0.5%
+43.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.5% | +4.1% | -4.6% | -1.6% |
| 30D | +8.3% | +16.1% | -7.7% | +4.4% |
| 3M | +8.7% | +14.1% | -5.4% | +5.0% |
| 6M | +11.2% | +22.9% | -11.7% | +5.3% |
| YTD | +20.0% | -7.2% | +27.2% | +21.4% |
| 1Y | +21.3% | -3.4% | +24.7% | +21.2% |
| 3Y | +43.8% | -11.5% | +55.3% | +46.1% |
| 5Y | +43.3% | +0.2% | +43.2% | +35.6% |
| All | +43.3% | -0.5% | +43.8% | +35.6% |
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