+154.0%
VRSK vs NTRA
+1,727.4%
-1,573.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 6M | -12.8% | +67.3% | -80.1% | -17.4% |
| YTD | -20.8% | +43.6% | -64.4% | -24.1% |
| 1Y | -33.2% | +89.2% | -122.5% | -37.7% |
| 3Y | -26.6% | +502.5% | -529.1% | -40.2% |
| 5Y | -11.3% | +173.8% | -185.1% | -25.4% |
| 10Y | +126.1% | +3,189.3% | -3,063.2% | +49.7% |
| All | +154.0% | +1,727.4% | -1,573.3% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling