+286.6%
NEM vs VRSK
+585.1%
-298.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.3% | -7.7% | +4.4% | -2.2% |
| 30D | +7.8% | -2.8% | +10.7% | +8.2% |
| 3M | +36.3% | -3.7% | +40.0% | +36.1% |
| 6M | +6.6% | -12.8% | +19.3% | +7.9% |
| YTD | +27.1% | -21.0% | +48.1% | +30.8% |
| 1Y | +62.3% | -32.5% | +94.8% | +71.8% |
| 3Y | +245.1% | -26.5% | +271.6% | +255.8% |
| 5Y | +154.0% | -11.5% | +165.5% | +148.0% |
| 10Y | +311.0% | +125.7% | +185.3% | +244.2% |
| All | +286.6% | +585.1% | -298.5% | +171.0% |
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