+648.3%
FICO vs VRSK
+126.1%
+522.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +5.7% | -5.2% | +10.9% | +10.1% |
| 30D | -5.6% | -2.3% | -3.3% | -3.6% |
| 3M | -16.9% | -2.9% | -13.9% | -14.3% |
| 6M | -15.4% | -12.8% | -2.6% | -5.5% |
| YTD | -41.7% | -20.8% | -20.9% | -30.0% |
| 1Y | -38.3% | -33.2% | -5.1% | -15.7% |
| 3Y | +8.9% | -26.6% | +35.5% | +31.9% |
| 5Y | +118.3% | -11.3% | +129.6% | +117.7% |
| All | +648.3% | +126.1% | +522.2% | +281.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling