-11.1%
VRSK vs ELF
+217.5%
-228.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -5.2% | -11.6% | +6.5% | -4.6% |
| 30D | -2.3% | +4.6% | -6.9% | -2.6% |
| 3M | -2.9% | +59.7% | -62.6% | -5.1% |
| 6M | -12.8% | +21.2% | -34.0% | -13.8% |
| YTD | -20.8% | +27.4% | -48.3% | -22.1% |
| 1Y | -33.2% | -29.8% | -3.4% | -32.6% |
| 3Y | -26.6% | -28.5% | +1.9% | -29.0% |
| All | -11.1% | +217.5% | -228.6% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling