+56.7%
VRSK vs ESTC
+23.7%
+33.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | -5.4% | -3.3% | -2.1% | -5.0% |
| 30D | -1.8% | +13.4% | -15.2% | -3.8% |
| 3M | -2.2% | +41.3% | -43.6% | -7.3% |
| 6M | -14.9% | +62.6% | -77.5% | -21.1% |
| YTD | -20.0% | +14.8% | -34.8% | -22.7% |
| 1Y | -33.1% | -5.1% | -28.1% | -34.0% |
| 3Y | -25.6% | +11.2% | -36.8% | -32.1% |
| 5Y | -10.1% | -47.0% | +36.9% | -12.7% |
| All | +56.7% | +23.7% | +33.0% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling