+547.1%
XYZ vs VRSK
+199.3%
+347.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.2% |
| 7D | -1.1% | +1.6% | -2.6% | -2.4% |
| 30D | +11.5% | +15.1% | -3.6% | -1.7% |
| 3M | +1.8% | +12.1% | -10.3% | -9.5% |
| 6M | +21.2% | +29.4% | -8.2% | -7.0% |
| YTD | +29.9% | -6.4% | +36.3% | +29.5% |
| 1Y | +35.8% | -3.6% | +39.3% | +31.3% |
| 3Y | +62.6% | -10.9% | +73.5% | +52.8% |
| 5Y | -62.8% | -0.5% | -62.3% | -68.5% |
| 10Y | +612.0% | +163.7% | +448.3% | +144.7% |
| All | +547.1% | +199.3% | +347.8% | +100.0% |
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