+420.3%
NVT vs VRSK
-11.8%
+432.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.5% | +4.6% |
| 7D | +4.1% | -5.2% | +9.2% | +4.1% |
| 30D | -5.1% | -2.3% | -2.8% | -5.2% |
| 3M | -1.2% | -2.9% | +1.8% | -1.9% |
| 6M | +46.6% | -12.8% | +59.4% | +48.2% |
| YTD | +60.0% | -20.8% | +80.8% | +64.2% |
| 1Y | +70.8% | -33.2% | +104.0% | +83.1% |
| 3Y | +187.5% | -26.6% | +214.1% | +187.1% |
| All | +420.3% | -11.8% | +432.1% | +367.0% |
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