+35.6%
EWZ vs VRSK
-30.3%
+65.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -1.0% |
| 7D | +6.5% | -3.1% | +9.6% | +6.1% |
| 30D | +4.8% | -1.6% | +6.4% | +4.7% |
| 3M | +9.9% | +3.5% | +6.4% | +10.2% |
| 6M | +1.9% | -13.4% | +15.3% | +1.3% |
| YTD | +20.3% | -16.5% | +36.8% | +18.4% |
| 1Y | +35.6% | -30.6% | +66.2% | +31.5% |
| All | +35.6% | -30.3% | +65.9% | +31.5% |
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 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