+1,276.2%
NI vs VRSK
+585.1%
+691.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -0.6% | -7.7% | +7.2% | +1.9% |
| 30D | -1.4% | -2.8% | +1.4% | -0.8% |
| 3M | -10.6% | -3.7% | -6.9% | -10.2% |
| 6M | -9.9% | -12.8% | +2.9% | -7.1% |
| YTD | +1.2% | -21.0% | +22.1% | +7.4% |
| 1Y | +4.4% | -32.5% | +36.9% | +16.9% |
| 3Y | +68.6% | -26.5% | +95.1% | +80.7% |
| 5Y | +98.0% | -11.5% | +109.5% | +94.5% |
| 10Y | +143.6% | +125.7% | +17.9% | +77.5% |
| All | +1,276.2% | +585.1% | +691.1% | +656.6% |
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