+273.0%
EMR vs VRSK
+126.1%
+146.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -0.4% | -5.2% | +4.7% | +1.5% |
| 30D | -6.8% | -2.3% | -4.5% | -6.3% |
| 3M | +7.5% | -2.9% | +10.4% | +7.2% |
| 6M | +9.9% | -12.8% | +22.7% | +13.6% |
| YTD | +16.0% | -20.8% | +36.8% | +24.4% |
| 1Y | +12.4% | -33.2% | +45.7% | +30.4% |
| 3Y | +60.2% | -26.6% | +86.8% | +71.7% |
| 5Y | +67.9% | -11.3% | +79.2% | +57.7% |
| All | +273.0% | +126.1% | +146.9% | +112.7% |
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