+303.5%
EWY vs VRSK
+126.1%
+177.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -5.2% | +5.1% | +1.2% |
| 30D | +7.3% | -2.3% | +9.6% | +7.7% |
| 3M | -5.1% | -2.9% | -2.2% | -6.3% |
| 6M | +42.1% | -12.8% | +54.9% | +44.6% |
| YTD | +94.1% | -20.8% | +114.9% | +103.4% |
| 1Y | +147.8% | -33.2% | +181.0% | +175.7% |
| 3Y | +222.9% | -26.6% | +249.5% | +234.8% |
| 5Y | +150.6% | -11.3% | +161.9% | +131.7% |
| All | +303.5% | +126.1% | +177.4% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling