-26.7%
VRSK vs ELF
-30.3%
+3.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.2% |
| 7D | -7.7% | -10.8% | +3.1% | -7.7% |
| 30D | -2.8% | +0.8% | -3.6% | -2.8% |
| 3M | -3.7% | +64.8% | -68.5% | -3.6% |
| 6M | -12.8% | +19.0% | -31.7% | -12.7% |
| YTD | -21.0% | +25.9% | -46.9% | -20.9% |
| 1Y | -32.5% | -28.8% | -3.7% | -32.4% |
| All | -26.7% | -30.3% | +3.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling