-11.1%
VRSK vs NTR
+45.7%
-56.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | -2.3% | +16.8% | -19.1% | -3.5% |
| 3M | -2.9% | +20.7% | -23.7% | -4.4% |
| 6M | -12.8% | +0.5% | -13.3% | -13.0% |
| YTD | -20.8% | +29.2% | -50.0% | -22.7% |
| 1Y | -33.2% | +39.6% | -72.8% | -35.4% |
| 3Y | -26.6% | +37.9% | -64.5% | -29.2% |
| All | -11.1% | +45.7% | -56.8% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling