+62.8%
FDX vs VRSK
-11.8%
+74.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.3% | -5.2% | +1.9% | -2.5% |
| 30D | -4.5% | -2.3% | -2.2% | -4.2% |
| 3M | -7.3% | -2.9% | -4.4% | -7.3% |
| 6M | +7.5% | -12.8% | +20.3% | +9.8% |
| YTD | +35.1% | -20.8% | +55.9% | +40.5% |
| 1Y | +71.4% | -33.2% | +104.6% | +86.3% |
| 3Y | +60.8% | -26.6% | +87.4% | +67.0% |
| All | +62.8% | -11.8% | +74.5% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling