+3,332.7%
FN vs VRSK
+621.5%
+2,711.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.6% |
| 7D | +8.0% | +4.1% | +3.9% | +6.1% |
| 30D | -19.1% | +16.1% | -35.2% | -23.9% |
| 3M | -29.8% | +14.1% | -44.0% | -34.2% |
| 6M | -43.2% | +22.9% | -66.0% | -49.5% |
| YTD | -18.9% | -7.2% | -11.8% | -20.3% |
| 1Y | -17.9% | -3.4% | -14.5% | -21.0% |
| 3Y | +120.1% | -11.5% | +131.6% | +108.6% |
| 5Y | +206.7% | +0.2% | +206.5% | +166.5% |
| 10Y | +804.7% | +161.3% | +643.3% | +351.3% |
| All | +3,332.7% | +621.5% | +2,711.2% | +768.5% |
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