+45.0%
EEM vs VRSK
-11.8%
+56.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -5.2% | +3.9% | -1.0% |
| 30D | +2.1% | -2.3% | +4.4% | +2.2% |
| 3M | +1.0% | -2.9% | +3.9% | +0.7% |
| 6M | +15.9% | -12.8% | +28.7% | +17.2% |
| YTD | +24.6% | -20.8% | +45.5% | +27.7% |
| 1Y | +32.3% | -33.2% | +65.5% | +39.8% |
| 3Y | +85.9% | -26.6% | +112.5% | +89.1% |
| All | +45.0% | -11.8% | +56.8% | +34.0% |
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 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