+25.0%
FLEX vs VRSK
-8.8%
+33.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.4% | -12.8% | -12.0% |
| 7D | -17.0% | +4.2% | -21.2% | -13.6% |
| 30D | -33.8% | +21.2% | -55.0% | -21.2% |
| 3M | -39.0% | +2.9% | -41.9% | -35.6% |
| 6M | -15.9% | +11.3% | -27.2% | -1.6% |
| YTD | +27.8% | -10.8% | +38.7% | +27.9% |
| 1Y | +25.0% | -9.2% | +34.1% | +29.0% |
| All | +25.0% | -8.8% | +33.8% | +29.0% |
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 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