+110.0%
FIS vs VRSK
+593.4%
-483.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.2% |
| 7D | -9.1% | -5.4% | -3.7% | -6.4% |
| 30D | -10.4% | -1.8% | -8.7% | -9.7% |
| 3M | -3.7% | -2.2% | -1.5% | -2.8% |
| 6M | -24.8% | -14.9% | -9.9% | -18.7% |
| YTD | -41.6% | -20.0% | -21.6% | -35.0% |
| 1Y | -42.7% | -33.1% | -9.6% | -30.3% |
| 3Y | -26.2% | -25.6% | -0.6% | -16.8% |
| 5Y | -66.1% | -10.1% | -56.0% | -66.2% |
| 10Y | -40.9% | +128.4% | -169.3% | -62.4% |
| All | +110.0% | +593.4% | -483.4% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling