+599.1%
XYZ vs VRSK
+126.1%
+473.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -4.3% | -5.2% | +0.9% | -0.1% |
| 30D | +1.2% | -2.3% | +3.5% | +2.6% |
| 3M | +14.6% | -2.9% | +17.6% | +15.0% |
| 6M | +22.6% | -12.8% | +35.4% | +32.5% |
| YTD | +21.7% | -20.8% | +42.5% | +42.0% |
| 1Y | +6.7% | -33.2% | +39.9% | +43.7% |
| 3Y | +46.8% | -26.6% | +73.4% | +65.5% |
| 5Y | -68.0% | -11.3% | -56.7% | -70.2% |
| All | +599.1% | +126.1% | +473.1% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling