+220.8%
EFA vs VRSK
+585.1%
-364.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -2.4% | -7.7% | +5.4% | +0.1% |
| 30D | -2.2% | -2.8% | +0.6% | -1.6% |
| 3M | +5.7% | -3.7% | +9.4% | +5.9% |
| 6M | +8.2% | -12.8% | +20.9% | +11.3% |
| YTD | +11.8% | -21.0% | +32.7% | +18.4% |
| 1Y | +18.3% | -32.5% | +50.8% | +32.2% |
| 3Y | +64.9% | -26.5% | +91.5% | +75.2% |
| 5Y | +52.4% | -11.5% | +63.9% | +47.4% |
| 10Y | +142.4% | +125.7% | +16.7% | +58.0% |
| All | +220.8% | +585.1% | -364.3% | +34.9% |
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