-8.5%
EQT vs VRSK
-2.2%
-6.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.9% | -10.5% | -3.3% |
| 7D | -6.9% | +10.9% | -17.8% | -6.5% |
| 30D | -3.2% | +28.0% | -31.2% | -2.4% |
| 3M | -0.9% | +12.3% | -13.2% | -0.4% |
| 6M | -13.0% | +17.8% | -30.8% | -12.9% |
| YTD | -4.4% | -4.7% | +0.3% | -4.7% |
| 1Y | -8.5% | -0.2% | -8.3% | -9.6% |
| All | -8.5% | -2.2% | -6.3% | -9.6% |
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