+587.8%
VRSK vs EMB
+102.8%
+485.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -1.8% | -0.3% | -1.5% | -1.5% |
| 3M | -2.2% | -0.3% | -1.9% | -2.0% |
| 6M | -14.9% | +0.7% | -15.7% | -15.6% |
| YTD | -20.0% | +1.3% | -21.3% | -21.0% |
| 1Y | -33.1% | +4.7% | -37.8% | -35.6% |
| 3Y | -25.6% | +30.1% | -55.7% | -39.4% |
| 5Y | -10.1% | +6.9% | -17.0% | -15.4% |
| 10Y | +128.4% | +30.7% | +97.7% | +92.9% |
| All | +587.8% | +102.8% | +485.0% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling