-43.2%
FN vs VRSK
+21.4%
-64.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +7.0% |
| 7D | +8.0% | +4.1% | +3.9% | +14.7% |
| 30D | -19.1% | +16.1% | -35.2% | -3.5% |
| 3M | -29.8% | +14.1% | -44.0% | -16.0% |
| 6M | -43.2% | +22.9% | -66.0% | -18.2% |
| All | -43.2% | +21.4% | -64.6% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling