+2,220.1%
ETN vs VRSK
+586.4%
+1,633.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -5.2% | +8.7% | +5.5% |
| 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% | +35.9% |
| 3Y | +85.5% | -26.6% | +112.1% | +93.9% |
| 5Y | +186.6% | -11.3% | +197.9% | +164.7% |
| 10Y | +724.7% | +126.1% | +598.6% | +352.6% |
| All | +2,220.1% | +586.4% | +1,633.7% | +645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling