+117.8%
EW vs VRSK
+126.1%
-8.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -6.2% | -5.2% | -1.0% | -3.7% |
| 30D | -9.3% | -2.3% | -7.0% | -8.5% |
| 3M | -1.6% | -2.9% | +1.3% | -1.5% |
| 6M | -0.8% | -12.8% | +12.0% | +4.0% |
| YTD | -1.0% | -20.8% | +19.8% | +8.3% |
| 1Y | +8.2% | -33.2% | +41.4% | +29.6% |
| 3Y | +12.7% | -26.6% | +39.3% | +22.9% |
| 5Y | -30.2% | -11.3% | -18.9% | -33.7% |
| All | +117.8% | +126.1% | -8.3% | +19.4% |
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