-10.9%
VRSK vs FE
+50.7%
-61.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +15.1% | +4.5% | +10.6% | +13.6% |
| 3M | +12.1% | +1.3% | +10.7% | +11.5% |
| 6M | +29.4% | +8.7% | +20.7% | +26.4% |
| YTD | -6.4% | +9.2% | -15.6% | -9.1% |
| 1Y | -3.6% | +7.0% | -10.5% | -5.9% |
| 3Y | -10.9% | +51.4% | -62.3% | -18.7% |
| All | -10.9% | +50.7% | -61.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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