-49.7%
NRG vs VRSK
-8.8%
-40.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.4% | -13.9% | -13.4% |
| 7D | -13.7% | +4.2% | -18.0% | -12.5% |
| 30D | -13.6% | +21.2% | -34.7% | -7.7% |
| 3M | -28.5% | +2.9% | -31.4% | -27.8% |
| 6M | -45.8% | +11.3% | -57.1% | -43.5% |
| YTD | -46.9% | -10.8% | -36.1% | -49.3% |
| 1Y | -49.7% | -9.2% | -40.5% | -51.3% |
| All | -49.7% | -8.8% | -40.9% | -51.3% |
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 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