-11.1%
VRSK vs EME
+575.5%
-586.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.3% |
| 7D | -5.2% | +3.5% | -8.7% | -5.1% |
| 30D | -2.3% | -6.3% | +4.0% | -2.4% |
| 3M | -2.9% | -3.8% | +0.8% | -2.6% |
| 6M | -12.8% | +8.5% | -21.3% | -13.3% |
| YTD | -20.8% | +27.8% | -48.6% | -22.4% |
| 1Y | -33.2% | +22.2% | -55.4% | -35.0% |
| 3Y | -26.6% | +253.5% | -280.0% | -45.0% |
| All | -11.1% | +575.5% | -586.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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