+174.4%
FN vs VRSK
-26.9%
+201.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +0.2% |
| 7D | +3.5% | -9.7% | +13.2% | -0.1% |
| 30D | -26.0% | -8.5% | -17.5% | -27.8% |
| 3M | -33.3% | -1.7% | -31.6% | -32.9% |
| 6M | -14.9% | -17.9% | +3.0% | -14.9% |
| YTD | -8.6% | -21.1% | +12.6% | -9.1% |
| 1Y | +12.3% | -35.1% | +47.5% | +11.3% |
| 3Y | +174.4% | -26.7% | +201.1% | +154.1% |
| All | +174.4% | -26.9% | +201.3% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling