+992.9%
NSC vs VRSK
+623.8%
+369.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.6% |
| 7D | -5.5% | -3.1% | -2.4% | -4.3% |
| 30D | -3.2% | -1.6% | -1.6% | -2.9% |
| 3M | +7.7% | +3.5% | +4.2% | +5.0% |
| 6M | +4.5% | -13.4% | +17.9% | +9.4% |
| YTD | +15.6% | -16.5% | +32.1% | +22.0% |
| 1Y | +19.8% | -30.6% | +50.4% | +37.6% |
| 3Y | +70.1% | -21.9% | +92.0% | +80.0% |
| 5Y | +46.1% | -6.3% | +52.4% | +37.7% |
| 10Y | +328.1% | +133.1% | +195.0% | +164.7% |
| All | +992.9% | +623.8% | +369.1% | +352.4% |
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 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