+122.9%
FIX vs VRSK
-30.3%
+153.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +0.3% |
| 7D | +6.0% | -3.1% | +9.2% | +4.0% |
| 30D | -7.2% | -1.6% | -5.7% | -7.5% |
| 3M | -15.9% | +3.5% | -19.3% | -12.6% |
| 6M | +12.7% | -13.4% | +26.1% | +11.5% |
| YTD | +72.8% | -16.5% | +89.3% | +64.3% |
| 1Y | +122.9% | -30.6% | +153.5% | +106.2% |
| All | +122.9% | -30.3% | +153.1% | +106.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling