-18.5%
FN vs VRSK
-1.3%
-17.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -6.7% |
| 7D | +0.3% | +1.6% | -1.3% | +1.8% |
| 30D | -16.5% | +15.1% | -31.6% | -5.9% |
| 3M | -42.1% | +12.1% | -54.2% | -34.8% |
| 6M | -52.9% | +29.4% | -82.3% | -42.3% |
| YTD | -28.0% | -6.4% | -21.6% | -16.2% |
| 1Y | -18.5% | -3.6% | -14.9% | -3.0% |
| All | -18.5% | -1.3% | -17.2% | -3.0% |
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