-68.4%
XYZ vs VRSK
-10.8%
-57.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.8% |
| 7D | -3.7% | -5.4% | +1.7% | -0.2% |
| 30D | +0.5% | -1.8% | +2.3% | +1.3% |
| 3M | +16.3% | -2.2% | +18.5% | +16.0% |
| 6M | +21.1% | -14.9% | +36.1% | +32.6% |
| YTD | +22.0% | -20.0% | +42.0% | +39.7% |
| 1Y | +5.2% | -33.1% | +38.3% | +39.3% |
| 3Y | +49.6% | -25.6% | +75.2% | +59.6% |
| 5Y | -68.4% | -10.1% | -58.3% | -75.8% |
| All | -68.4% | -10.8% | -57.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling