+1,033.9%
FLEX vs VRSK
+125.6%
+908.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | +0.1% | -7.7% | +7.8% | +2.3% |
| 30D | -11.8% | -2.8% | -8.9% | -11.4% |
| 3M | -22.6% | -3.7% | -18.9% | -23.5% |
| 6M | +77.3% | -12.8% | +90.1% | +79.7% |
| YTD | +78.8% | -21.0% | +99.7% | +88.1% |
| 1Y | +86.1% | -32.5% | +118.5% | +109.8% |
| 3Y | +446.2% | -26.5% | +472.8% | +456.1% |
| 5Y | +689.7% | -11.5% | +701.2% | +591.6% |
| All | +1,033.9% | +125.6% | +908.3% | +486.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling