-40.6%
FIS vs VRSK
+126.1%
-166.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -7.9% | -5.2% | -2.7% | -5.0% |
| 30D | -8.0% | -2.3% | -5.6% | -6.9% |
| 3M | +0.6% | -2.9% | +3.5% | +1.9% |
| 6M | -22.2% | -12.8% | -9.4% | -16.5% |
| YTD | -40.8% | -20.8% | -20.0% | -33.0% |
| 1Y | -41.5% | -33.2% | -8.3% | -27.2% |
| 3Y | -25.5% | -26.6% | +1.1% | -14.7% |
| 5Y | -64.8% | -11.3% | -53.4% | -65.3% |
| All | -40.6% | +126.1% | -166.6% | -63.5% |
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