+124.0%
VRSK vs ED
+108.5%
+15.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -5.2% | -0.8% | -4.4% | -4.9% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | -2.9% | +0.5% | -3.4% | -3.0% |
| 6M | -12.8% | -3.1% | -9.7% | -11.8% |
| YTD | -20.8% | +9.8% | -30.6% | -24.4% |
| 1Y | -33.2% | +12.6% | -45.8% | -36.9% |
| 3Y | -26.6% | +31.4% | -58.0% | -35.8% |
| 5Y | -11.3% | +69.4% | -80.8% | -31.4% |
| All | +124.0% | +108.5% | +15.4% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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