+1,510.7%
FAST vs VRSK
+623.8%
+886.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.9% |
| 7D | -0.4% | -3.1% | +2.8% | +1.0% |
| 30D | -0.8% | -1.6% | +0.8% | -0.4% |
| 3M | +5.8% | +3.5% | +2.3% | +3.2% |
| 6M | +8.0% | -13.4% | +21.4% | +13.2% |
| YTD | +25.6% | -16.5% | +42.1% | +32.8% |
| 1Y | +0.8% | -30.6% | +31.4% | +16.4% |
| 3Y | +86.1% | -21.9% | +108.0% | +97.9% |
| 5Y | +100.2% | -6.3% | +106.5% | +90.5% |
| 10Y | +494.2% | +133.1% | +361.1% | +254.9% |
| All | +1,510.7% | +623.8% | +886.9% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling