+26.9%
XLV vs VRSK
-30.3%
+57.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | +0.2% | -3.1% | +3.3% | +0.4% |
| 30D | +4.4% | -1.6% | +6.0% | +4.5% |
| 3M | +13.2% | +3.5% | +9.7% | +13.0% |
| 6M | +10.1% | -13.4% | +23.5% | +11.6% |
| YTD | +11.7% | -16.5% | +28.2% | +14.3% |
| 1Y | +26.9% | -30.6% | +57.5% | +36.7% |
| All | +26.9% | -30.3% | +57.2% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling