+528.7%
FAST vs VRSK
+126.1%
+402.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.6% | -5.2% | +4.6% | +1.7% |
| 30D | -5.6% | -2.3% | -3.2% | -4.9% |
| 3M | +6.9% | -2.9% | +9.8% | +7.2% |
| 6M | +7.0% | -12.8% | +19.8% | +11.8% |
| YTD | +24.9% | -20.8% | +45.7% | +35.8% |
| 1Y | +6.5% | -33.2% | +39.7% | +26.4% |
| 3Y | +94.1% | -26.6% | +120.7% | +112.7% |
| 5Y | +107.7% | -11.3% | +119.0% | +99.0% |
| All | +528.7% | +126.1% | +402.6% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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