-26.1%
VRSK vs NTR
+36.7%
-62.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +8.0% | +6.1% |
| 7D | +0.7% | -3.1% | +3.8% | +0.7% |
| 30D | +3.0% | +12.8% | -9.9% | +2.8% |
| 3M | +2.0% | +14.9% | -12.9% | +1.9% |
| 6M | -6.8% | -5.5% | -1.3% | -7.1% |
| YTD | -15.9% | +26.8% | -42.7% | -15.9% |
| All | -26.1% | +36.7% | -62.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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