+88.5%
ENB vs VRSK
+126.1%
-37.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.7% | -5.2% | +0.5% | -3.2% |
| 30D | -5.9% | -2.3% | -3.6% | -5.4% |
| 3M | -14.2% | -2.9% | -11.3% | -14.1% |
| 6M | -8.6% | -12.8% | +4.2% | -5.7% |
| YTD | +3.9% | -20.8% | +24.7% | +10.3% |
| 1Y | +1.8% | -33.2% | +35.0% | +14.6% |
| 3Y | +68.5% | -26.6% | +95.1% | +79.5% |
| 5Y | +62.4% | -11.3% | +73.8% | +56.1% |
| All | +88.5% | +126.1% | -37.5% | +27.5% |
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