+587.8%
VRSK vs ED
+408.9%
+178.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -1.8% | +1.9% | -3.7% | -2.6% |
| 3M | -2.2% | +1.9% | -4.1% | -2.9% |
| 6M | -14.9% | -2.3% | -12.7% | -14.3% |
| YTD | -20.0% | +10.9% | -30.9% | -23.6% |
| 1Y | -33.1% | +14.5% | -47.7% | -36.9% |
| 3Y | -25.6% | +33.4% | -59.0% | -34.5% |
| 5Y | -10.1% | +67.3% | -77.4% | -28.0% |
| 10Y | +128.4% | +110.7% | +17.7% | +68.3% |
| All | +587.8% | +408.9% | +178.8% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling