+92.1%
FAST vs VRSK
-25.7%
+117.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.8% | -5.4% | +7.2% | +2.5% |
| 30D | -6.4% | -1.8% | -4.7% | -6.3% |
| 3M | +5.3% | -2.2% | +7.6% | +5.6% |
| 6M | +5.4% | -14.9% | +20.3% | +8.6% |
| YTD | +23.6% | -20.0% | +43.6% | +29.3% |
| 1Y | +4.1% | -33.1% | +37.2% | +15.1% |
| All | +92.1% | -25.7% | +117.8% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling