+128.2%
VRSK vs ELF
+299.0%
-170.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.9% |
| 7D | -7.7% | -10.8% | +3.1% | -6.9% |
| 30D | -2.8% | +0.8% | -3.6% | -2.9% |
| 3M | -3.7% | +64.8% | -68.5% | -7.5% |
| 6M | -12.8% | +19.0% | -31.7% | -14.3% |
| YTD | -21.0% | +25.9% | -46.9% | -23.0% |
| 1Y | -32.5% | -28.8% | -3.7% | -31.8% |
| 3Y | -26.5% | -29.6% | +3.1% | -28.9% |
| 5Y | -11.5% | +216.2% | -227.7% | -31.0% |
| All | +128.2% | +299.0% | -170.8% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling