+130.0%
FITB vs VRSK
-26.6%
+156.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.0% | -7.7% | +6.8% | -0.4% |
| 30D | -5.5% | -2.8% | -2.7% | -5.4% |
| 3M | +4.1% | -3.7% | +7.8% | +4.2% |
| 6M | +18.7% | -12.8% | +31.5% | +20.1% |
| YTD | +18.2% | -21.0% | +39.1% | +21.4% |
| 1Y | +23.7% | -32.5% | +56.1% | +31.0% |
| All | +130.0% | -26.6% | +156.6% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling