+16.6%
EMR vs VRSK
-30.3%
+46.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +1.3% |
| 7D | -1.5% | -3.1% | +1.6% | -2.0% |
| 30D | -5.6% | -1.6% | -4.1% | -5.8% |
| 3M | +7.9% | +3.5% | +4.4% | +9.1% |
| 6M | +6.0% | -13.4% | +19.4% | +6.8% |
| YTD | +16.4% | -16.5% | +33.0% | +18.3% |
| 1Y | +16.6% | -30.6% | +47.2% | +22.4% |
| All | +16.6% | -30.3% | +46.9% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling