+790.7%
FIX vs VRSK
-26.9%
+817.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +0.5% |
| 7D | +6.1% | -9.7% | +15.8% | +2.5% |
| 30D | -2.7% | -8.5% | +5.8% | -5.1% |
| 3M | -10.9% | -1.7% | -9.3% | -10.9% |
| 6M | +29.0% | -17.9% | +46.9% | +27.4% |
| YTD | +76.9% | -21.1% | +98.0% | +74.0% |
| 1Y | +130.7% | -35.1% | +165.9% | +129.4% |
| 3Y | +790.7% | -26.7% | +817.3% | +789.6% |
| All | +790.7% | -26.9% | +817.6% | +789.6% |
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