-30.6%
VRSK vs EL
+14.8%
-45.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.7% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | -1.6% | +19.8% | -21.4% | -2.9% |
| 3M | +3.5% | +25.7% | -22.2% | +2.0% |
| 6M | -13.4% | +5.4% | -18.8% | -14.4% |
| YTD | -16.5% | +0.2% | -16.7% | -17.1% |
| 1Y | -30.6% | +20.4% | -51.0% | -30.8% |
| All | -30.6% | +14.8% | -45.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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