-83.1%
FRMI vs VRSK
-29.8%
-53.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.1% |
| 7D | +7.4% | -5.2% | +12.6% | +4.7% |
| 30D | -27.6% | -2.3% | -25.3% | -28.1% |
| 3M | -20.9% | -2.9% | -17.9% | -21.3% |
| 6M | -36.6% | -12.8% | -23.8% | -36.9% |
| YTD | -31.3% | -20.8% | -10.4% | -37.2% |
| All | -83.1% | -29.8% | -53.3% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling