+913.4%
XLY vs VRSK
+586.4%
+327.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -5.2% | +3.5% | +0.4% |
| 30D | -4.2% | -2.3% | -1.9% | -3.5% |
| 3M | -2.7% | -2.9% | +0.2% | -2.5% |
| 6M | -0.6% | -12.8% | +12.2% | +3.2% |
| YTD | -5.0% | -20.8% | +15.8% | +2.3% |
| 1Y | -4.1% | -33.2% | +29.1% | +10.9% |
| 3Y | +33.6% | -26.6% | +60.2% | +44.3% |
| 5Y | +28.7% | -11.3% | +40.0% | +25.1% |
| 10Y | +219.6% | +126.1% | +93.5% | +103.5% |
| All | +913.4% | +586.4% | +327.0% | +320.3% |
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 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