-84.3%
FRMI vs VRSK
-26.0%
-58.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.9% | +4.1% |
| 7D | +2.4% | -3.1% | +5.5% | +0.9% |
| 30D | -17.3% | -1.6% | -15.7% | -17.6% |
| 3M | -17.2% | +3.5% | -20.7% | -15.1% |
| 6M | -43.4% | -13.4% | -30.0% | -43.1% |
| YTD | -36.0% | -16.5% | -19.5% | -40.0% |
| All | -84.3% | -26.0% | -58.3% | -84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling