-50.4%
FLUT vs VRSK
-11.9%
-38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -3.6% | -7.7% | +4.2% | -1.2% |
| 30D | -0.3% | -2.8% | +2.5% | +0.3% |
| 3M | -12.6% | -3.7% | -8.9% | -11.7% |
| 6M | -8.0% | -12.8% | +4.8% | -4.9% |
| YTD | -54.1% | -21.0% | -33.1% | -51.4% |
| 1Y | -66.1% | -32.5% | -33.6% | -62.6% |
| 3Y | -45.0% | -26.5% | -18.5% | -42.2% |
| All | -50.4% | -11.9% | -38.5% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling