-14.4%
ETN vs VRSK
-2.2%
-12.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.9% | -14.3% | -3.6% |
| 7D | -16.9% | +10.9% | -27.8% | -11.7% |
| 30D | -26.5% | +28.0% | -54.5% | -15.7% |
| 3M | -26.7% | +12.3% | -39.0% | -20.3% |
| 6M | -20.0% | +17.8% | -37.8% | -9.9% |
| YTD | +3.5% | -4.7% | +8.2% | +9.4% |
| 1Y | -14.4% | -0.2% | -14.2% | -8.1% |
| All | -14.4% | -2.2% | -12.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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