+327.5%
FLUT vs VRSK
+593.4%
-265.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -2.6% | -5.4% | +2.8% | -2.0% |
| 30D | +5.4% | -1.8% | +7.1% | +5.5% |
| 3M | -10.8% | -2.2% | -8.5% | -10.5% |
| 6M | -9.2% | -14.9% | +5.7% | -7.9% |
| YTD | -53.8% | -20.0% | -33.8% | -52.9% |
| 1Y | -66.0% | -33.1% | -32.8% | -64.8% |
| 3Y | -44.7% | -25.6% | -19.0% | -43.4% |
| 5Y | -50.6% | -10.1% | -40.5% | -50.7% |
| 10Y | -10.4% | +128.4% | -138.8% | -9.0% |
| All | +327.5% | +593.4% | -265.9% | +361.8% |
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 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