+780.0%
NOW vs VRSK
+125.6%
+654.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | -9.9% | -7.7% | -2.2% | -4.4% |
| 30D | +2.8% | -2.8% | +5.7% | +5.4% |
| 3M | +23.7% | -3.7% | +27.4% | +27.5% |
| 6M | +12.5% | -12.8% | +25.3% | +24.5% |
| YTD | -14.4% | -21.0% | +6.6% | +1.3% |
| 1Y | -29.0% | -32.5% | +3.5% | -6.9% |
| 3Y | +9.3% | -26.5% | +35.8% | +27.2% |
| 5Y | +1.2% | -11.5% | +12.7% | +0.6% |
| All | +780.0% | +125.6% | +654.4% | +343.4% |
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