+580.9%
VRSK vs ET
+910.1%
-329.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -2.3% | +2.9% | -5.2% | -2.7% |
| 3M | -2.9% | +16.8% | -19.7% | -4.7% |
| 6M | -12.8% | +18.9% | -31.7% | -14.6% |
| YTD | -20.8% | +37.7% | -58.5% | -23.8% |
| 1Y | -33.2% | +32.4% | -65.7% | -35.5% |
| 3Y | -26.6% | +99.5% | -126.1% | -32.7% |
| 5Y | -11.3% | +244.0% | -255.3% | -24.0% |
| 10Y | +126.1% | +172.1% | -46.0% | +90.1% |
| All | +580.9% | +910.1% | -329.2% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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