+670.1%
XLV vs VRSK
+586.4%
+83.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -5.2% | +1.6% | -1.8% |
| 30D | -1.8% | -2.3% | +0.5% | -1.2% |
| 3M | +7.8% | -2.9% | +10.7% | +8.3% |
| 6M | +9.1% | -12.8% | +21.9% | +13.1% |
| YTD | +7.7% | -20.8% | +28.5% | +15.1% |
| 1Y | +20.4% | -33.2% | +53.6% | +36.7% |
| 3Y | +30.8% | -26.6% | +57.3% | +41.0% |
| 5Y | +34.6% | -11.3% | +46.0% | +32.5% |
| 10Y | +173.4% | +126.1% | +47.3% | +90.0% |
| All | +670.1% | +586.4% | +83.7% | +303.7% |
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