+512.3%
EMR vs VRSK
+593.4%
-81.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | +0.9% | -5.4% | +6.3% | +3.0% |
| 30D | -5.0% | -1.8% | -3.2% | -4.6% |
| 3M | +5.9% | -2.2% | +8.2% | +5.4% |
| 6M | +7.3% | -14.9% | +22.2% | +12.0% |
| YTD | +14.6% | -20.0% | +34.6% | +21.8% |
| 1Y | +15.6% | -33.1% | +48.8% | +32.7% |
| 3Y | +60.2% | -25.6% | +85.8% | +70.7% |
| 5Y | +65.8% | -10.1% | +76.0% | +57.9% |
| 10Y | +277.4% | +128.4% | +149.0% | +131.5% |
| All | +512.3% | +593.4% | -81.1% | +146.9% |
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