+123.5%
VRSK vs ES
+83.3%
+40.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -7.7% | -3.5% | -4.3% | -6.4% |
| 30D | -2.8% | -3.0% | +0.2% | -1.7% |
| 3M | -3.7% | -0.3% | -3.4% | -3.6% |
| 6M | -12.8% | -5.2% | -7.6% | -11.2% |
| YTD | -21.0% | +4.8% | -25.7% | -23.0% |
| 1Y | -32.5% | +12.7% | -45.2% | -36.8% |
| 3Y | -26.5% | +27.5% | -54.0% | -36.5% |
| 5Y | -11.5% | -4.7% | -6.8% | -12.7% |
| All | +123.5% | +83.3% | +40.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling