+197.5%
EWT vs VRSK
-26.5%
+224.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -5.2% | +4.0% | -1.6% |
| 30D | +4.5% | -2.3% | +6.8% | +4.3% |
| 3M | +8.3% | -2.9% | +11.2% | +7.8% |
| 6M | +54.2% | -12.8% | +67.0% | +54.1% |
| YTD | +74.6% | -20.8% | +95.4% | +74.8% |
| 1Y | +84.9% | -33.2% | +118.1% | +87.7% |
| 3Y | +197.5% | -26.6% | +224.1% | +196.2% |
| All | +197.5% | -26.5% | +224.0% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling