-9.2%
VRSK vs EFV
+25.8%
-35.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +1.7% |
| 7D | +4.2% | +2.9% | +1.4% | +5.4% |
| 30D | +21.2% | +3.6% | +17.6% | +22.9% |
| 3M | +2.9% | -0.1% | +3.0% | +2.8% |
| 6M | +11.3% | +9.6% | +1.7% | +16.3% |
| YTD | -10.8% | +17.0% | -27.8% | -6.1% |
| 1Y | -9.2% | +25.7% | -34.8% | -2.8% |
| All | -9.2% | +25.8% | -35.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling