+96.7%
ELAN vs VRSK
-26.5%
+123.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.4% | -5.2% | -0.3% | -4.8% |
| 30D | +4.7% | -2.3% | +7.0% | +4.8% |
| 3M | -3.7% | -2.9% | -0.7% | -3.7% |
| 6M | -1.2% | -12.8% | +11.6% | +1.4% |
| YTD | +2.4% | -20.8% | +23.2% | +8.0% |
| 1Y | +23.4% | -33.2% | +56.6% | +38.2% |
| 3Y | +96.7% | -26.6% | +123.3% | +101.7% |
| All | +96.7% | -26.5% | +123.1% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling