+3,689.8%
FN vs VRSK
+549.0%
+3,140.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +4.0% |
| 7D | -1.7% | -3.1% | +1.4% | -0.7% |
| 30D | -22.0% | -1.6% | -20.4% | -21.9% |
| 3M | -43.0% | +3.5% | -46.5% | -44.9% |
| 6M | -27.7% | -13.4% | -14.4% | -26.2% |
| YTD | -10.5% | -16.5% | +6.0% | -7.5% |
| 1Y | +12.5% | -30.6% | +43.1% | +25.3% |
| 3Y | +153.8% | -21.9% | +175.7% | +155.4% |
| 5Y | +288.0% | -6.3% | +294.3% | +246.6% |
| 10Y | +906.4% | +133.1% | +773.3% | +430.6% |
| All | +3,689.8% | +549.0% | +3,140.8% | +908.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling