+115.4%
FOXA vs VRSK
-26.5%
+141.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -5.2% | +6.0% | +1.9% |
| 30D | +5.0% | -2.3% | +7.4% | +5.3% |
| 3M | -3.0% | -2.9% | -0.1% | -2.7% |
| 6M | +14.8% | -12.8% | +27.6% | +17.5% |
| YTD | -8.9% | -20.8% | +11.9% | -4.4% |
| 1Y | +13.3% | -33.2% | +46.5% | +23.4% |
| 3Y | +115.4% | -26.6% | +142.0% | +126.1% |
| All | +115.4% | -26.5% | +141.9% | +126.1% |
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