+1,449.6%
NET vs VRSK
+23.7%
+1,425.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -0.3% |
| 7D | -7.0% | -3.1% | -3.9% | -5.0% |
| 30D | -4.8% | -1.6% | -3.2% | -4.1% |
| 3M | +3.8% | +3.5% | +0.3% | -0.5% |
| 6M | +50.0% | -13.4% | +63.4% | +61.8% |
| YTD | +41.5% | -16.5% | +58.0% | +55.5% |
| 1Y | +32.8% | -30.6% | +63.4% | +64.9% |
| 3Y | +335.9% | -21.9% | +357.8% | +360.9% |
| 5Y | +113.8% | -6.3% | +120.1% | +95.4% |
| All | +1,449.6% | +23.7% | +1,425.8% | +1,158.3% |
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