+178.2%
EQT vs VRSK
+585.1%
-406.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -1.2% | -7.7% | +6.6% | +0.9% |
| 30D | +1.1% | -2.8% | +3.9% | +1.7% |
| 3M | +4.8% | -3.7% | +8.5% | +5.1% |
| 6M | -10.6% | -12.8% | +2.2% | -8.3% |
| YTD | +3.4% | -21.0% | +24.4% | +8.7% |
| 1Y | +8.7% | -32.5% | +41.1% | +19.4% |
| 3Y | +35.0% | -26.5% | +61.5% | +42.8% |
| 5Y | +204.2% | -11.5% | +215.7% | +198.7% |
| 10Y | +52.5% | +125.7% | -73.2% | +0.3% |
| All | +178.2% | +585.1% | -406.9% | +16.8% |
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