+60.7%
FDX vs VRSK
-26.6%
+87.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -3.9% | -7.7% | +3.9% | -3.7% |
| 30D | -3.3% | -2.8% | -0.5% | -3.2% |
| 3M | -2.0% | -3.7% | +1.7% | -1.9% |
| 6M | +8.0% | -12.8% | +20.8% | +8.9% |
| YTD | +35.0% | -21.0% | +56.0% | +37.0% |
| 1Y | +73.7% | -32.5% | +106.1% | +80.2% |
| All | +60.7% | -26.6% | +87.3% | +61.4% |
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 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