+55.1%
VRSK vs ESTC
+19.1%
+36.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -9.2% | +4.0% | -3.9% |
| 30D | -2.3% | +8.1% | -10.4% | -3.7% |
| 3M | -2.9% | +38.5% | -41.4% | -7.7% |
| 6M | -12.8% | +57.8% | -70.6% | -18.8% |
| YTD | -20.8% | +10.5% | -31.4% | -23.1% |
| 1Y | -33.2% | -6.4% | -26.9% | -34.0% |
| 3Y | -26.6% | +4.7% | -31.2% | -32.4% |
| 5Y | -11.3% | -47.8% | +36.4% | -13.7% |
| All | +55.1% | +19.1% | +36.0% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling