+6,182.4%
FIX vs VRSK
+125.6%
+6,056.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | +0.7% | -7.7% | +8.4% | +3.0% |
| 30D | -5.7% | -2.8% | -2.9% | -5.3% |
| 3M | -7.4% | -3.7% | -3.7% | -8.5% |
| 6M | +15.1% | -12.8% | +27.8% | +17.0% |
| YTD | +70.7% | -21.0% | +91.7% | +79.4% |
| 1Y | +111.9% | -32.5% | +144.4% | +138.3% |
| 3Y | +759.5% | -26.5% | +786.0% | +781.1% |
| 5Y | +2,164.4% | -11.5% | +2,175.9% | +1,921.7% |
| All | +6,182.4% | +125.6% | +6,056.8% | +2,995.9% |
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