-17.9%
FN vs VRSK
-2.8%
-15.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +6.6% |
| 7D | +8.0% | +4.1% | +3.9% | +12.8% |
| 30D | -19.1% | +16.1% | -35.2% | -8.2% |
| 3M | -29.8% | +14.1% | -44.0% | -20.1% |
| 6M | -43.2% | +22.9% | -66.0% | -31.4% |
| YTD | -18.9% | -7.2% | -11.8% | -9.8% |
| 1Y | -17.9% | -3.4% | -14.5% | -3.3% |
| All | -17.9% | -2.8% | -15.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling