+587.8%
VRSK vs ETR
+449.5%
+138.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | -5.4% | +0.4% | -5.8% | -5.6% |
| 30D | -1.8% | +2.0% | -3.8% | -2.5% |
| 3M | -2.2% | -1.7% | -0.5% | -1.9% |
| 6M | -14.9% | +3.6% | -18.5% | -16.6% |
| YTD | -20.0% | +18.0% | -38.1% | -25.4% |
| 1Y | -33.1% | +26.2% | -59.4% | -39.3% |
| 3Y | -25.6% | +148.0% | -173.6% | -48.9% |
| 5Y | -10.1% | +126.1% | -136.2% | -36.7% |
| 10Y | +128.4% | +302.3% | -173.9% | +33.9% |
| All | +587.8% | +449.5% | +138.3% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling