+640.2%
ECL vs VRSK
+583.6%
+56.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +2.1% |
| 7D | -0.8% | -9.7% | +8.9% | +3.8% |
| 30D | -2.5% | -8.5% | +6.0% | +1.2% |
| 3M | +8.3% | -1.7% | +10.0% | +8.2% |
| 6M | -1.1% | -17.9% | +16.8% | +6.3% |
| YTD | +6.5% | -21.1% | +27.6% | +15.7% |
| 1Y | +2.1% | -35.1% | +37.2% | +22.1% |
| 3Y | +57.6% | -26.7% | +84.3% | +72.9% |
| 5Y | +28.1% | -12.0% | +40.1% | +25.9% |
| 10Y | +153.2% | +122.9% | +30.4% | +63.5% |
| All | +640.2% | +583.6% | +56.5% | +235.3% |
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