+297.4%
FN vs VRSK
-10.8%
+308.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.5% |
| 7D | +5.8% | -5.4% | +11.2% | +5.6% |
| 30D | -20.6% | -1.8% | -18.9% | -20.6% |
| 3M | -28.6% | -2.2% | -26.4% | -28.9% |
| 6M | -20.7% | -14.9% | -5.8% | -19.0% |
| YTD | -8.1% | -20.0% | +11.9% | -4.9% |
| 1Y | +13.3% | -33.1% | +46.5% | +23.0% |
| 3Y | +175.7% | -25.6% | +201.3% | +173.4% |
| 5Y | +297.4% | -10.1% | +307.5% | +238.1% |
| All | +297.4% | -10.8% | +308.2% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling