-12.9%
NVTS vs VRSK
-14.6%
+1.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.8% |
| 7D | +0.5% | -7.7% | +8.2% | +1.0% |
| 30D | -18.0% | -2.8% | -15.2% | -18.0% |
| 3M | -45.6% | -3.7% | -41.9% | -46.4% |
| 6M | +28.5% | -12.8% | +41.2% | +30.7% |
| YTD | +56.2% | -21.0% | +77.1% | +64.2% |
| 1Y | +97.7% | -32.5% | +130.2% | +122.9% |
| 3Y | +35.0% | -26.5% | +61.5% | +29.7% |
| All | -12.9% | -14.6% | +1.7% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling