+22.7%
NXT vs VRSK
-30.3%
+53.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | -0.3% |
| 7D | -1.1% | -3.1% | +2.0% | -2.9% |
| 30D | -15.3% | -1.6% | -13.8% | -16.1% |
| 3M | -43.8% | +3.5% | -47.3% | -41.5% |
| 6M | -18.7% | -13.4% | -5.3% | -18.7% |
| YTD | -3.0% | -16.5% | +13.5% | -4.5% |
| 1Y | +22.7% | -30.6% | +53.3% | +23.8% |
| All | +22.7% | -30.3% | +53.0% | +23.8% |
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