+233.3%
EWJ vs VRSK
+585.1%
-351.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.5% | -7.7% | +6.2% | +0.4% |
| 30D | +0.2% | -2.8% | +3.0% | +0.7% |
| 3M | +8.6% | -3.7% | +12.3% | +8.6% |
| 6M | +12.1% | -12.8% | +24.9% | +14.6% |
| YTD | +20.1% | -21.0% | +41.1% | +25.6% |
| 1Y | +25.2% | -32.5% | +57.6% | +36.7% |
| 3Y | +70.8% | -26.5% | +97.3% | +78.9% |
| 5Y | +49.2% | -11.5% | +60.7% | +44.9% |
| 10Y | +138.6% | +125.7% | +12.9% | +68.4% |
| All | +233.3% | +585.1% | -351.8% | +78.7% |
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