+41.5%
NU vs VRSK
-20.5%
+62.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -4.9% | -5.2% | +0.3% | -2.9% |
| 30D | +7.8% | -2.3% | +10.1% | +8.3% |
| 3M | +20.9% | -2.9% | +23.8% | +20.2% |
| 6M | +0.9% | -12.8% | +13.7% | +5.3% |
| YTD | -12.7% | -20.8% | +8.2% | -4.6% |
| 1Y | -6.4% | -33.2% | +26.8% | +13.3% |
| 3Y | +98.1% | -26.6% | +124.7% | +107.7% |
| All | +41.5% | -20.5% | +62.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling