-22.5%
VRSK vs NVD
-99.1%
+76.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.3% |
| 7D | -7.7% | +9.0% | -16.8% | -8.0% |
| 30D | -2.8% | -5.5% | +2.6% | -2.8% |
| 3M | -3.7% | -24.6% | +20.9% | -3.1% |
| 6M | -12.8% | -42.1% | +29.3% | -12.1% |
| YTD | -21.0% | -44.3% | +23.4% | -20.3% |
| 1Y | -32.5% | -54.2% | +21.7% | -31.9% |
| 3Y | -26.5% | -99.1% | +72.6% | -30.7% |
| All | -22.5% | -99.1% | +76.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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