+762.2%
EWT vs VRSK
+585.1%
+177.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -1.1% | -7.7% | +6.6% | +0.9% |
| 30D | +4.8% | -2.8% | +7.6% | +5.4% |
| 3M | +11.1% | -3.7% | +14.9% | +10.9% |
| 6M | +54.6% | -12.8% | +67.4% | +57.9% |
| YTD | +71.4% | -21.0% | +92.4% | +79.5% |
| 1Y | +82.1% | -32.5% | +114.6% | +99.5% |
| 3Y | +193.2% | -26.5% | +219.8% | +206.1% |
| 5Y | +146.1% | -11.5% | +157.6% | +136.5% |
| 10Y | +505.0% | +125.7% | +379.3% | +309.9% |
| All | +762.2% | +585.1% | +177.1% | +305.8% |
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