+0.7%
FPS vs VRSK
-8.4%
+9.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -6.5% |
| 7D | -4.6% | -7.7% | +3.2% | -9.2% |
| 30D | -22.6% | -2.8% | -19.8% | -23.5% |
| 3M | -45.1% | -3.7% | -41.4% | -46.0% |
| 6M | -17.8% | -12.8% | -5.1% | -15.9% |
| All | +0.7% | -8.4% | +9.1% | +3.4% |
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