+124.0%
VRSK vs NTRA
+3,199.2%
-3,075.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -2.3% | +4.1% | -6.4% | -2.7% |
| 3M | -2.9% | +50.0% | -53.0% | -7.2% |
| 6M | -12.8% | +67.3% | -80.1% | -17.9% |
| YTD | -20.8% | +43.6% | -64.4% | -24.4% |
| 1Y | -33.2% | +89.2% | -122.5% | -38.2% |
| 3Y | -26.6% | +502.5% | -529.1% | -41.5% |
| 5Y | -11.3% | +173.8% | -185.1% | -26.6% |
| All | +124.0% | +3,199.2% | -3,075.2% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling