+85.5%
ETN vs VRSK
-26.5%
+112.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -5.2% | +8.7% | +2.3% |
| 30D | -7.5% | -2.3% | -5.2% | -7.8% |
| 3M | +8.3% | -2.9% | +11.2% | +8.0% |
| 6M | +20.2% | -12.8% | +33.0% | +20.0% |
| YTD | +34.7% | -20.8% | +55.5% | +34.0% |
| 1Y | +19.4% | -33.2% | +52.7% | +20.1% |
| 3Y | +85.5% | -26.6% | +112.1% | +84.6% |
| All | +85.5% | -26.5% | +112.0% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling