-11.3%
VRSK vs EIX
+22.6%
-33.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -7.7% | +0.8% | -8.5% | -7.9% |
| 30D | -2.8% | -18.8% | +16.0% | -0.2% |
| 3M | -3.7% | -19.7% | +16.0% | -0.9% |
| 6M | -12.8% | -18.2% | +5.5% | -10.8% |
| YTD | -21.0% | -1.7% | -19.2% | -22.6% |
| 1Y | -32.5% | +7.8% | -40.2% | -35.4% |
| 3Y | -26.5% | -5.6% | -20.9% | -29.2% |
| All | -11.3% | +22.6% | -33.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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