+124.0%
VRSK vs EFV
+169.9%
-45.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | -2.3% | +0.6% | -3.0% | -2.7% |
| 3M | -2.9% | +7.5% | -10.5% | -7.0% |
| 6M | -12.8% | +13.0% | -25.8% | -19.4% |
| YTD | -20.8% | +18.3% | -39.1% | -29.2% |
| 1Y | -33.2% | +26.7% | -60.0% | -42.9% |
| 3Y | -26.6% | +89.6% | -116.1% | -52.2% |
| 5Y | -11.3% | +98.2% | -109.5% | -44.7% |
| All | +124.0% | +169.9% | -45.9% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling