+43.4%
NVTS vs VRSK
-26.5%
+69.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.4% |
| 7D | -1.4% | -5.2% | +3.7% | -3.6% |
| 30D | -16.5% | -2.3% | -14.2% | -16.9% |
| 3M | -47.6% | -2.9% | -44.7% | -47.6% |
| 6M | +7.3% | -12.8% | +20.1% | +7.3% |
| YTD | +62.9% | -20.8% | +83.7% | +60.0% |
| 1Y | +91.3% | -33.2% | +124.5% | +88.0% |
| 3Y | +43.4% | -26.6% | +70.0% | +24.8% |
| All | +43.4% | -26.5% | +69.9% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling