+167.1%
NXT vs VRSK
+1.0%
+166.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.5% |
| 7D | -2.6% | -7.7% | +5.2% | -4.3% |
| 30D | -22.4% | -2.8% | -19.6% | -22.8% |
| 3M | -27.3% | -3.7% | -23.6% | -27.5% |
| 6M | -28.5% | -12.8% | -15.7% | -28.0% |
| YTD | -6.6% | -21.0% | +14.4% | -5.7% |
| 1Y | +20.4% | -32.5% | +52.8% | +24.5% |
| 3Y | +90.9% | -26.5% | +117.4% | +82.7% |
| All | +167.1% | +1.0% | +166.1% | +117.8% |
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 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