-11.1%
VRSK vs ETR
+122.3%
-133.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.2% | -1.8% | -3.4% | -4.8% |
| 30D | -2.3% | -1.8% | -0.6% | -2.0% |
| 3M | -2.9% | -3.6% | +0.7% | -2.3% |
| 6M | -12.8% | +2.6% | -15.4% | -13.9% |
| YTD | -20.8% | +16.0% | -36.8% | -24.6% |
| 1Y | -33.2% | +20.1% | -53.4% | -37.1% |
| 3Y | -26.6% | +143.6% | -170.2% | -46.2% |
| All | -11.1% | +122.3% | -133.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling