+1,397.7%
EW vs VRSK
+593.4%
+804.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -5.1% | -5.4% | +0.3% | -2.8% |
| 30D | -6.4% | -1.8% | -4.6% | -5.8% |
| 3M | -1.6% | -2.2% | +0.7% | -1.6% |
| 6M | +2.3% | -14.9% | +17.2% | +7.9% |
| YTD | +1.1% | -20.0% | +21.1% | +9.0% |
| 1Y | +8.0% | -33.1% | +41.1% | +26.2% |
| 3Y | +16.3% | -25.6% | +42.0% | +25.7% |
| 5Y | -29.4% | -10.1% | -19.3% | -31.5% |
| 10Y | +125.6% | +128.4% | -2.8% | +46.5% |
| All | +1,397.7% | +593.4% | +804.3% | +619.9% |
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