+284.0%
FITB vs VRSK
+126.1%
+158.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.3% | -5.2% | +4.9% | +1.9% |
| 30D | -5.7% | -2.3% | -3.4% | -5.2% |
| 3M | +3.2% | -2.9% | +6.1% | +3.2% |
| 6M | +23.4% | -12.8% | +36.2% | +28.7% |
| YTD | +18.8% | -20.8% | +39.6% | +28.6% |
| 1Y | +25.0% | -33.2% | +58.2% | +47.3% |
| 3Y | +131.2% | -26.6% | +157.8% | +149.7% |
| 5Y | +70.7% | -11.3% | +82.0% | +59.2% |
| All | +284.0% | +126.1% | +158.0% | +114.1% |
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 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