+479.8%
FLEX vs VRSK
-26.5%
+506.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.3% |
| 7D | +5.7% | -5.2% | +10.9% | +3.3% |
| 30D | -7.0% | -2.3% | -4.7% | -7.5% |
| 3M | -23.8% | -2.9% | -20.9% | -23.6% |
| 6M | +82.6% | -12.8% | +95.4% | +82.5% |
| YTD | +91.6% | -20.8% | +112.4% | +88.0% |
| 1Y | +100.6% | -33.2% | +133.8% | +95.4% |
| 3Y | +479.8% | -26.6% | +506.4% | +505.4% |
| All | +479.8% | -26.5% | +506.2% | +505.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling