-26.7%
VRSK vs ESI
+73.2%
-99.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.4% |
| 7D | -7.7% | -2.3% | -5.4% | -7.8% |
| 30D | -2.8% | -9.0% | +6.2% | -3.1% |
| 3M | -3.7% | -13.3% | +9.5% | -4.5% |
| 6M | -12.8% | +5.3% | -18.1% | -14.4% |
| YTD | -21.0% | +37.6% | -58.6% | -23.8% |
| 1Y | -32.5% | +33.6% | -66.1% | -34.9% |
| All | -26.7% | +73.2% | -99.9% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling