-26.7%
VRSK vs EAT
+585.9%
-612.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -7.7% | -6.2% | -1.5% | -7.4% |
| 30D | -2.8% | -3.0% | +0.2% | -2.8% |
| 3M | -3.7% | +45.6% | -49.3% | -6.0% |
| 6M | -12.8% | +53.5% | -66.3% | -15.3% |
| YTD | -21.0% | +49.6% | -70.6% | -23.3% |
| 1Y | -32.5% | +38.9% | -71.4% | -34.5% |
| All | -26.7% | +585.9% | -612.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling