+579.5%
VRSK vs EME
+3,220.5%
-2,640.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -7.7% | +0.9% | -8.7% | -7.9% |
| 30D | -2.8% | -8.4% | +5.6% | -1.6% |
| 3M | -3.7% | -3.6% | -0.1% | -4.2% |
| 6M | -12.8% | +3.6% | -16.3% | -15.1% |
| YTD | -21.0% | +22.5% | -43.5% | -26.2% |
| 1Y | -32.5% | +18.2% | -50.7% | -37.3% |
| 3Y | -26.5% | +238.4% | -264.9% | -50.0% |
| 5Y | -11.5% | +550.5% | -562.0% | -50.6% |
| 10Y | +125.7% | +1,295.3% | -1,169.6% | -3.7% |
| All | +579.5% | +3,220.5% | -2,640.9% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling