+102.2%
FICO vs VRSK
-12.0%
+114.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.7% | +3.9% |
| 7D | -15.4% | -9.7% | -5.7% | -9.2% |
| 30D | -10.4% | -8.5% | -1.9% | -4.8% |
| 3M | -22.7% | -1.7% | -21.0% | -21.0% |
| 6M | -36.8% | -17.9% | -18.9% | -27.5% |
| YTD | -44.8% | -21.1% | -23.7% | -35.1% |
| 1Y | -39.3% | -35.1% | -4.2% | -19.0% |
| 3Y | +3.7% | -26.7% | +30.4% | +22.2% |
| All | +102.2% | -12.0% | +114.2% | +80.8% |
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