-27.3%
EW vs VRSK
-11.9%
-15.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -3.4% | -7.7% | +4.4% | -0.8% |
| 30D | -7.4% | -2.8% | -4.5% | -6.6% |
| 3M | +0.9% | -3.7% | +4.6% | +1.3% |
| 6M | +1.2% | -12.8% | +13.9% | +4.8% |
| YTD | +1.8% | -21.0% | +22.8% | +9.3% |
| 1Y | +10.8% | -32.5% | +43.3% | +27.5% |
| 3Y | +17.1% | -26.5% | +43.7% | +24.2% |
| All | -27.3% | -11.9% | -15.4% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling