+1,986.5%
FLEX vs VRSK
+583.6%
+1,402.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.5% | +9.9% | +6.4% |
| 7D | +7.0% | -9.7% | +16.7% | +10.7% |
| 30D | -5.8% | -8.5% | +2.7% | -3.3% |
| 3M | -24.2% | -1.7% | -22.5% | -25.9% |
| 6M | +90.8% | -17.9% | +108.7% | +98.4% |
| YTD | +89.2% | -21.1% | +110.3% | +98.7% |
| 1Y | +104.7% | -35.1% | +139.9% | +134.4% |
| 3Y | +478.1% | -26.7% | +504.8% | +492.5% |
| 5Y | +726.2% | -12.0% | +738.2% | +646.0% |
| 10Y | +1,060.6% | +122.9% | +937.7% | +529.9% |
| All | +1,986.5% | +583.6% | +1,402.9% | +532.9% |
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 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