+124.0%
VRSK vs NTRS
+259.9%
-136.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -5.2% | +1.4% | -6.5% | -5.5% |
| 30D | -2.3% | -0.7% | -1.7% | -2.2% |
| 3M | -2.9% | +11.3% | -14.2% | -6.0% |
| 6M | -12.8% | +35.5% | -48.3% | -20.4% |
| YTD | -20.8% | +40.6% | -61.4% | -28.6% |
| 1Y | -33.2% | +49.2% | -82.4% | -40.9% |
| 3Y | -26.6% | +167.2% | -193.8% | -46.6% |
| 5Y | -11.3% | +94.9% | -106.3% | -30.3% |
| All | +124.0% | +259.9% | -136.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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