-26.7%
VRSK vs EMB
+29.4%
-56.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -7.7% | -1.1% | -6.6% | -7.2% |
| 30D | -2.8% | -1.1% | -1.8% | -2.3% |
| 3M | -3.7% | -0.8% | -2.9% | -3.4% |
| 6M | -12.8% | -0.1% | -12.7% | -12.8% |
| YTD | -21.0% | +0.4% | -21.4% | -21.3% |
| 1Y | -32.5% | +3.3% | -35.7% | -34.0% |
| All | -26.7% | +29.4% | -56.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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