+429.3%
EWY vs VRSK
+585.1%
-155.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +1.2% | -7.7% | +9.0% | +3.6% |
| 30D | +9.3% | -2.8% | +12.1% | +9.9% |
| 3M | +2.4% | -3.7% | +6.1% | +1.5% |
| 6M | +40.3% | -12.8% | +53.0% | +42.7% |
| YTD | +88.0% | -21.0% | +109.0% | +97.2% |
| 1Y | +143.8% | -32.5% | +176.3% | +169.7% |
| 3Y | +217.8% | -26.5% | +244.3% | +230.9% |
| 5Y | +142.7% | -11.5% | +154.2% | +128.2% |
| 10Y | +291.7% | +125.7% | +166.0% | +140.4% |
| All | +429.3% | +585.1% | -155.7% | +98.2% |
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 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