+8.1%
EWZ vs VRSK
-8.8%
+16.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.7% |
| 7D | -4.1% | +4.2% | -8.3% | -3.4% |
| 30D | -25.0% | +21.2% | -46.1% | -22.7% |
| 3M | -10.6% | +2.9% | -13.5% | -9.9% |
| 6M | -16.6% | +11.3% | -27.9% | -15.2% |
| YTD | +2.5% | -10.8% | +13.3% | +1.2% |
| 1Y | +8.1% | -9.2% | +17.2% | +7.0% |
| All | +8.1% | -8.8% | +16.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling