+1,713.1%
FAST vs VRSK
+705.9%
+1,007.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.0% | -2.4% | +7.4% | +6.1% |
| 30D | +8.6% | +16.8% | -8.2% | +0.8% |
| 3M | +6.9% | +14.7% | -7.8% | -0.6% |
| 6M | +29.6% | +24.7% | +4.9% | +14.7% |
| YTD | +41.4% | -7.0% | +48.4% | +41.3% |
| 1Y | +38.5% | -2.1% | +40.6% | +34.6% |
| 3Y | +98.7% | -11.4% | +110.1% | +97.9% |
| 5Y | +108.0% | -1.2% | +109.2% | +92.5% |
| 10Y | +549.3% | +161.7% | +387.5% | +264.9% |
| All | +1,713.1% | +705.9% | +1,007.2% | +507.7% |
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