-18.6%
NRG vs VRSK
-30.3%
+11.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.9% | +5.4% |
| 7D | +7.1% | -3.1% | +10.2% | +5.9% |
| 30D | -1.4% | -1.6% | +0.2% | -1.9% |
| 3M | -10.5% | +3.5% | -14.0% | -9.3% |
| 6M | -26.7% | -13.4% | -13.4% | -28.6% |
| YTD | -24.5% | -16.5% | -8.0% | -29.2% |
| 1Y | -18.6% | -30.6% | +12.0% | -30.5% |
| All | -18.6% | -30.3% | +11.7% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling