+124.0%
VRSK vs EL
+26.1%
+97.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -5.2% | -6.5% | +1.3% | -3.9% |
| 30D | -2.3% | +11.1% | -13.5% | -4.5% |
| 3M | -2.9% | +10.7% | -13.6% | -5.1% |
| 6M | -12.8% | +6.9% | -19.7% | -14.8% |
| YTD | -20.8% | -6.3% | -14.5% | -21.2% |
| 1Y | -33.2% | +13.5% | -46.7% | -36.6% |
| 3Y | -26.6% | -33.1% | +6.5% | -24.4% |
| 5Y | -11.3% | -68.8% | +57.4% | +16.1% |
| All | +124.0% | +26.1% | +97.8% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling