-0.2%
VRSK vs NTRA
+85.0%
-85.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -7.0% | +13.9% | +6.6% |
| 7D | +10.9% | -16.6% | +27.5% | +10.4% |
| 30D | +28.0% | -9.2% | +37.2% | +27.5% |
| 3M | +12.3% | +32.5% | -20.1% | +11.1% |
| 6M | +17.8% | +75.9% | -58.1% | +15.8% |
| YTD | -4.7% | +58.8% | -63.5% | -6.7% |
| 1Y | -0.2% | +82.0% | -82.2% | +1.8% |
| All | -0.2% | +85.0% | -85.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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