+778.1%
FITB vs VRSK
+585.1%
+193.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -1.0% | -7.7% | +6.8% | +2.7% |
| 30D | -5.5% | -2.8% | -2.7% | -4.7% |
| 3M | +4.1% | -3.7% | +7.8% | +4.6% |
| 6M | +18.7% | -12.8% | +31.5% | +23.8% |
| YTD | +18.2% | -21.0% | +39.1% | +28.1% |
| 1Y | +23.7% | -32.5% | +56.1% | +44.8% |
| 3Y | +130.8% | -26.5% | +157.3% | +150.2% |
| 5Y | +69.8% | -11.5% | +81.3% | +61.1% |
| 10Y | +287.4% | +125.7% | +161.7% | +113.7% |
| All | +778.1% | +585.1% | +193.1% | +151.0% |
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