+755.5%
FN vs VRSK
+160.9%
+594.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +20.8% | -2.4% | +23.2% | +21.2% |
| 30D | -17.3% | +16.8% | -34.1% | -20.7% |
| 3M | -38.1% | +14.7% | -52.8% | -40.8% |
| 6M | -44.2% | +24.7% | -69.0% | -49.2% |
| YTD | -22.3% | -7.0% | -15.3% | -22.1% |
| 1Y | -20.9% | -2.1% | -18.8% | -22.6% |
| 3Y | +111.1% | -11.4% | +122.4% | +102.9% |
| 5Y | +191.8% | -1.2% | +193.0% | +158.3% |
| All | +755.5% | +160.9% | +594.6% | +337.2% |
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