+511.5%
XRT vs VRSK
+593.4%
-81.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.2% |
| 7D | -2.4% | -5.4% | +3.0% | -0.3% |
| 30D | -6.9% | -1.8% | -5.2% | -6.5% |
| 3M | -0.4% | -2.2% | +1.8% | -0.3% |
| 6M | +2.2% | -14.9% | +17.1% | +7.5% |
| YTD | -0.7% | -20.0% | +19.3% | +6.4% |
| 1Y | -2.0% | -33.1% | +31.1% | +12.9% |
| 3Y | +41.0% | -25.6% | +66.7% | +51.0% |
| 5Y | -3.3% | -10.1% | +6.8% | -6.5% |
| 10Y | +124.8% | +128.4% | -3.6% | +39.0% |
| All | +511.5% | +593.4% | -81.9% | +126.6% |
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