+579.5%
VRSK vs EFV
+211.6%
+368.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.7% | -2.0% | -5.7% | -6.8% |
| 30D | -2.8% | -0.2% | -2.6% | -2.7% |
| 3M | -3.7% | +9.1% | -12.8% | -7.8% |
| 6M | -12.8% | +11.7% | -24.5% | -17.8% |
| YTD | -21.0% | +17.0% | -38.0% | -27.4% |
| 1Y | -32.5% | +26.7% | -59.2% | -40.5% |
| 3Y | -26.5% | +90.2% | -116.7% | -47.6% |
| 5Y | -11.5% | +96.1% | -107.6% | -38.4% |
| 10Y | +125.7% | +164.5% | -38.8% | +33.7% |
| All | +579.5% | +211.6% | +368.0% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling