+142.9%
EEM vs VRSK
+585.1%
-442.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -0.7% | -7.7% | +7.0% | +1.7% |
| 30D | +2.4% | -2.8% | +5.2% | +3.0% |
| 3M | +4.2% | -3.7% | +7.9% | +4.0% |
| 6M | +14.8% | -12.8% | +27.5% | +17.6% |
| YTD | +23.1% | -21.0% | +44.1% | +29.8% |
| 1Y | +32.5% | -32.5% | +65.0% | +47.3% |
| 3Y | +85.9% | -26.5% | +112.4% | +95.1% |
| 5Y | +43.6% | -11.5% | +55.1% | +36.4% |
| 10Y | +127.2% | +125.7% | +1.5% | +40.8% |
| All | +142.9% | +585.1% | -442.2% | -5.6% |
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