+305.8%
FISV vs VRSK
+585.1%
-279.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -7.2% | -7.7% | +0.5% | -2.9% |
| 30D | -7.2% | -2.8% | -4.4% | -5.8% |
| 3M | -8.2% | -3.7% | -4.5% | -6.5% |
| 6M | -17.7% | -12.8% | -4.9% | -11.9% |
| YTD | -27.2% | -21.0% | -6.2% | -18.0% |
| 1Y | -63.0% | -32.5% | -30.5% | -52.9% |
| 3Y | -59.8% | -26.5% | -33.2% | -52.1% |
| 5Y | -55.8% | -11.5% | -44.3% | -53.6% |
| 10Y | -2.4% | +125.7% | -128.1% | -35.3% |
| All | +305.8% | +585.1% | -279.3% | +74.7% |
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 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