+170.6%
VRSK vs ESI
+208.0%
-37.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.6% |
| 7D | -7.7% | -2.3% | -5.4% | -7.5% |
| 30D | -2.8% | -9.0% | +6.2% | -1.7% |
| 3M | -3.7% | -13.3% | +9.5% | -2.7% |
| 6M | -12.8% | +5.3% | -18.1% | -15.1% |
| YTD | -21.0% | +37.6% | -58.6% | -26.7% |
| 1Y | -32.5% | +33.6% | -66.1% | -37.3% |
| 3Y | -26.5% | +75.8% | -102.3% | -36.1% |
| 5Y | -11.5% | +68.6% | -80.1% | -23.5% |
| 10Y | +125.7% | +301.8% | -176.1% | +64.5% |
| All | +170.6% | +208.0% | -37.4% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling