+124.0%
VRSK vs ESI
+312.8%
-188.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.2% | -4.6% | -0.5% | -4.4% |
| 30D | -2.3% | -10.5% | +8.2% | -0.6% |
| 3M | -2.9% | -19.8% | +16.9% | -0.2% |
| 6M | -12.8% | +5.8% | -18.6% | -16.0% |
| YTD | -20.8% | +38.3% | -59.1% | -28.4% |
| 1Y | -33.2% | +31.5% | -64.7% | -39.3% |
| 3Y | -26.6% | +80.7% | -107.3% | -39.9% |
| 5Y | -11.3% | +69.4% | -80.8% | -27.7% |
| All | +124.0% | +312.8% | -188.8% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling