+172.1%
NXT vs VRSK
+1.2%
+170.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -1.9% | -5.2% | +3.3% | -3.0% |
| 30D | -20.0% | -2.3% | -17.7% | -20.4% |
| 3M | -30.7% | -2.9% | -27.8% | -30.8% |
| 6M | -29.0% | -12.8% | -16.2% | -28.5% |
| YTD | -4.8% | -20.8% | +16.0% | -3.9% |
| 1Y | +22.8% | -33.2% | +56.0% | +27.4% |
| 3Y | +93.9% | -26.6% | +120.5% | +85.8% |
| All | +172.1% | +1.2% | +170.9% | +122.1% |
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