-11.3%
VRSK vs ED
+68.4%
-79.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -7.7% | -1.9% | -5.9% | -7.1% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | -3.7% | 0.0% | -3.7% | -3.6% |
| 6M | -12.8% | -2.5% | -10.3% | -12.0% |
| YTD | -21.0% | +10.1% | -31.1% | -24.4% |
| 1Y | -32.5% | +13.6% | -46.1% | -36.2% |
| 3Y | -26.5% | +32.4% | -59.0% | -35.2% |
| All | -11.3% | +68.4% | -79.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling