+512.9%
XYZ vs VRSK
+152.1%
+360.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | +1.4% |
| 7D | +2.9% | -9.7% | +12.6% | +11.5% |
| 30D | +1.4% | -8.5% | +9.9% | +8.4% |
| 3M | +14.6% | -1.7% | +16.2% | +13.5% |
| 6M | +20.8% | -17.9% | +38.6% | +37.6% |
| YTD | +23.1% | -21.1% | +44.2% | +43.9% |
| 1Y | +5.6% | -35.1% | +40.8% | +45.8% |
| 3Y | +50.9% | -26.7% | +77.6% | +70.5% |
| 5Y | -68.6% | -12.0% | -56.5% | -70.2% |
| 10Y | +580.0% | +122.9% | +457.1% | +173.3% |
| All | +512.9% | +152.1% | +360.8% | +122.3% |
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 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