+155.1%
NEM vs VRSK
-11.8%
+166.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -5.2% | +4.2% | -0.9% |
| 30D | +7.8% | -2.3% | +10.2% | +7.9% |
| 3M | +30.2% | -2.9% | +33.1% | +29.7% |
| 6M | +9.6% | -12.8% | +22.4% | +10.7% |
| YTD | +27.8% | -20.8% | +48.6% | +30.7% |
| 1Y | +60.7% | -33.2% | +93.9% | +69.7% |
| 3Y | +245.3% | -26.6% | +271.9% | +254.1% |
| All | +155.1% | -11.8% | +166.9% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling