+89.4%
EWZ vs VRSK
+126.1%
-36.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.9% | -5.2% | +6.0% | +2.7% |
| 30D | +12.8% | -2.3% | +15.1% | +13.3% |
| 3M | +10.8% | -2.9% | +13.7% | +10.4% |
| 6M | +2.5% | -12.8% | +15.3% | +5.9% |
| YTD | +21.4% | -20.8% | +42.2% | +29.7% |
| 1Y | +32.8% | -33.2% | +66.0% | +52.4% |
| 3Y | +45.2% | -26.6% | +71.8% | +53.9% |
| 5Y | +63.0% | -11.3% | +74.3% | +50.8% |
| All | +89.4% | +126.1% | -36.7% | +8.6% |
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