+587.8%
VRSK vs EIX
+222.3%
+365.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.2% |
| 7D | -5.4% | +4.1% | -9.5% | -6.5% |
| 30D | -1.8% | -15.3% | +13.6% | +1.0% |
| 3M | -2.2% | -18.4% | +16.2% | +1.5% |
| 6M | -14.9% | -16.8% | +1.9% | -12.5% |
| YTD | -20.0% | -0.6% | -19.5% | -21.9% |
| 1Y | -33.1% | +10.7% | -43.8% | -36.7% |
| 3Y | -25.6% | -4.5% | -21.2% | -28.4% |
| 5Y | -10.1% | +24.0% | -34.2% | -20.8% |
| 10Y | +128.4% | +22.9% | +105.5% | +91.8% |
| All | +587.8% | +222.3% | +365.4% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling