-30.6%
VRSK vs ESTC
+7.3%
-37.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.7% |
| 7D | -3.1% | -8.1% | +5.0% | -1.8% |
| 30D | -1.6% | +31.7% | -33.3% | -6.9% |
| 3M | +3.5% | +41.1% | -37.6% | -3.8% |
| 6M | -13.4% | +77.1% | -90.4% | -23.0% |
| YTD | -16.5% | +21.7% | -38.2% | -23.8% |
| 1Y | -30.6% | +8.4% | -39.0% | -36.6% |
| All | -30.6% | +7.3% | -37.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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