+15.5%
EWZ vs VRSK
+583.6%
-568.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.5% | +4.0% |
| 7D | +5.6% | -9.7% | +15.3% | +9.4% |
| 30D | +9.3% | -8.5% | +17.8% | +12.4% |
| 3M | +15.7% | -1.7% | +17.4% | +14.9% |
| 6M | +7.4% | -17.9% | +25.3% | +13.5% |
| YTD | +22.7% | -21.1% | +43.8% | +30.9% |
| 1Y | +36.4% | -35.1% | +71.5% | +57.2% |
| 3Y | +50.4% | -26.7% | +77.1% | +59.8% |
| 5Y | +67.6% | -12.0% | +79.7% | +59.0% |
| 10Y | +84.1% | +122.9% | -38.8% | +14.7% |
| All | +15.5% | +583.6% | -568.2% | -51.8% |
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