+419.4%
XLU vs VRSK
+586.4%
-167.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.6% | -5.2% | +3.6% | -0.1% |
| 30D | -3.3% | -2.3% | -1.0% | -2.9% |
| 3M | -3.2% | -2.9% | -0.2% | -3.0% |
| 6M | -7.0% | -12.8% | +5.8% | -4.2% |
| YTD | +0.6% | -20.8% | +21.4% | +6.3% |
| 1Y | +2.4% | -33.2% | +35.7% | +14.0% |
| 3Y | +46.3% | -26.6% | +72.8% | +55.3% |
| 5Y | +44.0% | -11.3% | +55.3% | +40.8% |
| 10Y | +140.1% | +126.1% | +13.9% | +82.2% |
| All | +419.4% | +586.4% | -167.0% | +214.7% |
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