-9.2%
VRSK vs ESI
+27.8%
-37.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | -0.6% |
| 7D | +4.2% | -6.6% | +10.8% | +2.8% |
| 30D | +21.2% | -10.9% | +32.1% | +18.7% |
| 3M | +2.9% | -13.8% | +16.7% | +0.7% |
| 6M | +11.3% | -21.5% | +32.9% | +7.9% |
| YTD | -10.8% | +34.7% | -45.5% | -11.2% |
| 1Y | -9.2% | +24.9% | -34.1% | -9.7% |
| All | -9.2% | +27.8% | -37.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling