-10.8%
NVTS vs VRSK
-8.8%
-2.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +9.4% |
| 7D | -0.3% | +4.2% | -4.6% | +3.7% |
| 30D | -24.4% | +21.2% | -45.6% | -10.5% |
| 3M | -26.5% | +2.9% | -29.4% | -22.0% |
| 6M | -41.4% | +11.3% | -52.7% | -31.4% |
| YTD | +30.7% | -10.8% | +41.5% | +34.4% |
| 1Y | -10.8% | -9.2% | -1.6% | -5.6% |
| All | -10.8% | -8.8% | -2.0% | -5.6% |
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