+1,381.0%
NET vs VRSK
+32.1%
+1,348.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -16.4% | +4.2% | -20.6% | -18.8% |
| 30D | -25.8% | +21.2% | -47.0% | -35.4% |
| 3M | -11.5% | +2.9% | -14.4% | -14.9% |
| 6M | +18.9% | +11.3% | +7.6% | +6.9% |
| YTD | +35.2% | -10.8% | +46.1% | +40.0% |
| 1Y | +14.5% | -9.2% | +23.6% | +16.3% |
| 3Y | +313.8% | -12.3% | +326.1% | +293.2% |
| 5Y | +32.6% | -5.4% | +38.0% | +17.7% |
| All | +1,381.0% | +32.1% | +1,348.9% | +1,032.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling