+1,115.5%
FLEX vs VRSK
+126.1%
+989.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | +5.7% | -5.2% | +10.9% | +7.2% |
| 30D | -7.0% | -2.3% | -4.7% | -6.8% |
| 3M | -23.8% | -2.9% | -20.9% | -25.0% |
| 6M | +82.6% | -12.8% | +95.4% | +85.2% |
| YTD | +91.6% | -20.8% | +112.4% | +101.5% |
| 1Y | +100.6% | -33.2% | +133.8% | +127.7% |
| 3Y | +479.8% | -26.6% | +506.4% | +491.0% |
| 5Y | +746.5% | -11.3% | +757.8% | +641.0% |
| All | +1,115.5% | +126.1% | +989.4% | +527.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling