-11.1%
VRSK vs EAT
+313.1%
-324.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -5.2% | -7.7% | +2.5% | -4.4% |
| 30D | -2.3% | -13.6% | +11.3% | -1.0% |
| 3M | -2.9% | +33.9% | -36.8% | -6.1% |
| 6M | -12.8% | +47.2% | -60.0% | -16.8% |
| YTD | -20.8% | +48.1% | -68.9% | -24.7% |
| 1Y | -33.2% | +33.7% | -66.9% | -36.0% |
| 3Y | -26.6% | +595.8% | -622.4% | -44.7% |
| All | -11.1% | +313.1% | -324.2% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling