-56.4%
FICO vs VRSK
-8.8%
-47.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +0.4% | +4.2% | -3.8% | -2.7% |
| 30D | +1.7% | +21.2% | -19.5% | -12.2% |
| 3M | -33.0% | +2.9% | -35.9% | -34.9% |
| 6M | -33.9% | +11.3% | -45.2% | -38.1% |
| YTD | -58.5% | -10.8% | -47.7% | -54.3% |
| 1Y | -56.4% | -9.2% | -47.2% | -52.3% |
| All | -56.4% | -8.8% | -47.6% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling