+273.7%
ELV vs VRSK
+126.1%
+147.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.2% | -5.2% | +8.4% | +5.5% |
| 30D | +5.4% | -2.3% | +7.7% | +6.1% |
| 3M | +5.4% | -2.9% | +8.3% | +5.3% |
| 6M | +45.7% | -12.8% | +58.5% | +51.9% |
| YTD | +21.2% | -20.8% | +42.0% | +31.5% |
| 1Y | +35.6% | -33.2% | +68.8% | +59.4% |
| 3Y | -2.0% | -26.6% | +24.6% | +7.5% |
| 5Y | +26.0% | -11.3% | +37.3% | +20.8% |
| All | +273.7% | +126.1% | +147.7% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling