-28.9%
FICO vs VRSK
-10.6%
-18.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +2.2% | +1.6% | +0.6% | +1.2% |
| 30D | +0.1% | +15.1% | -15.0% | -8.3% |
| 3M | -35.2% | +12.1% | -47.2% | -39.6% |
| 6M | -32.4% | +29.4% | -61.8% | -40.9% |
| YTD | -57.4% | -6.4% | -51.0% | -56.5% |
| 1Y | -58.5% | -3.6% | -55.0% | -58.2% |
| 3Y | -28.9% | -10.9% | -17.9% | -26.4% |
| All | -28.9% | -10.6% | -18.2% | -26.4% |
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