-12.8%
VRSK vs ESI
+6.3%
-19.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -2.2% |
| 7D | -7.7% | -2.3% | -5.4% | -8.2% |
| 30D | -2.8% | -9.0% | +6.2% | -4.7% |
| 3M | -3.7% | -13.3% | +9.5% | -7.1% |
| 6M | -12.8% | +5.3% | -18.1% | -14.9% |
| All | -12.8% | +6.3% | -19.1% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling