-20.1%
NVDL vs VRSK
-8.8%
-11.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -5.8% |
| 7D | -14.0% | +4.2% | -18.3% | -11.8% |
| 30D | -31.2% | +21.2% | -52.4% | -23.3% |
| 3M | -15.5% | +2.9% | -18.4% | -12.5% |
| 6M | -10.3% | +11.3% | -21.6% | -1.2% |
| YTD | -5.8% | -10.8% | +5.1% | -4.9% |
| 1Y | -20.1% | -9.2% | -10.9% | -16.8% |
| All | -20.1% | -8.8% | -11.3% | -16.8% |
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