+60.5%
XOM vs VRSK
-26.5%
+86.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -5.2% | +9.3% | +4.4% |
| 30D | +4.6% | -2.3% | +6.9% | +4.7% |
| 3M | +14.0% | -2.9% | +16.9% | +13.9% |
| 6M | +11.0% | -12.8% | +23.8% | +10.9% |
| YTD | +40.7% | -20.8% | +61.5% | +40.9% |
| 1Y | +52.3% | -33.2% | +85.5% | +54.1% |
| 3Y | +60.5% | -26.6% | +87.0% | +62.1% |
| All | +60.5% | -26.5% | +86.9% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling