+2,199.0%
FIX vs VRSK
-10.2%
+2,209.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.0% |
| 7D | +3.5% | -5.4% | +8.9% | +3.5% |
| 30D | -3.5% | -1.8% | -1.8% | -3.5% |
| 3M | -11.8% | -2.2% | -9.5% | -12.4% |
| 6M | +17.8% | -14.9% | +32.7% | +19.9% |
| YTD | +73.3% | -20.0% | +93.3% | +78.4% |
| 1Y | +128.1% | -33.1% | +161.2% | +147.7% |
| 3Y | +772.7% | -25.6% | +798.3% | +772.8% |
| All | +2,199.0% | -10.2% | +2,209.2% | +1,937.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling