+587.8%
VRSK vs EL
+551.1%
+36.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.0% |
| 7D | -5.4% | -2.4% | -3.1% | -5.0% |
| 30D | -1.8% | +13.7% | -15.4% | -4.6% |
| 3M | -2.2% | +14.5% | -16.7% | -5.3% |
| 6M | -14.9% | +7.4% | -22.3% | -17.2% |
| YTD | -20.0% | -4.7% | -15.3% | -20.8% |
| 1Y | -33.1% | +12.9% | -46.1% | -36.7% |
| 3Y | -25.6% | -32.2% | +6.6% | -24.4% |
| 5Y | -10.1% | -68.4% | +58.3% | +12.5% |
| 10Y | +128.4% | +28.3% | +100.2% | +84.0% |
| All | +587.8% | +551.1% | +36.7% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling