+11,394.1%
FIX vs VRSK
+711.8%
+10,682.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +9.4% | +1.6% | +7.9% | +8.7% |
| 30D | -27.8% | +15.1% | -42.9% | -32.5% |
| 3M | -35.6% | +12.1% | -47.6% | -39.8% |
| 6M | -45.2% | +29.4% | -74.6% | -53.6% |
| YTD | +19.5% | -6.4% | +25.8% | +15.8% |
| 1Y | +24.2% | -3.6% | +27.8% | +18.3% |
| 3Y | +494.2% | -10.9% | +505.1% | +455.9% |
| 5Y | +1,036.1% | -0.5% | +1,036.6% | +869.8% |
| 10Y | +3,599.0% | +163.7% | +3,435.4% | +1,513.8% |
| All | +11,394.1% | +711.8% | +10,682.4% | +2,107.8% |
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