+706.7%
ETN vs VRSK
+126.1%
+580.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -5.2% | +8.7% | +5.2% |
| 30D | -7.5% | -2.3% | -5.2% | -7.2% |
| 3M | +8.3% | -2.9% | +11.2% | +7.1% |
| 6M | +20.2% | -12.8% | +33.0% | +22.8% |
| YTD | +34.7% | -20.8% | +55.5% | +42.4% |
| 1Y | +19.4% | -33.2% | +52.7% | +36.0% |
| 3Y | +85.5% | -26.6% | +112.1% | +92.9% |
| 5Y | +186.6% | -11.3% | +197.9% | +159.9% |
| All | +706.7% | +126.1% | +580.6% | +325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling