+140.2%
NI vs VRSK
+126.1%
+14.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | -5.2% | +5.2% | +1.8% |
| 30D | -1.4% | -2.3% | +0.9% | -0.9% |
| 3M | -10.6% | -2.9% | -7.7% | -10.4% |
| 6M | -9.3% | -12.8% | +3.5% | -6.1% |
| YTD | +1.1% | -20.8% | +22.0% | +8.2% |
| 1Y | +3.4% | -33.2% | +36.6% | +18.5% |
| 3Y | +67.9% | -26.6% | +94.5% | +81.3% |
| 5Y | +98.0% | -11.3% | +109.3% | +91.2% |
| All | +140.2% | +126.1% | +14.1% | +68.0% |
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 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