+46.6%
XYZ vs VRSK
-26.6%
+73.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -5.2% | -7.7% | +2.6% | -3.5% |
| 30D | 0.0% | -2.8% | +2.8% | +0.5% |
| 3M | +18.7% | -3.7% | +22.4% | +19.1% |
| 6M | +20.5% | -12.8% | +33.3% | +23.5% |
| YTD | +21.5% | -21.0% | +42.4% | +27.6% |
| 1Y | +7.2% | -32.5% | +39.7% | +16.7% |
| All | +46.6% | -26.6% | +73.2% | +50.4% |
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