+578.1%
VRSK vs FE
+119.1%
+459.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.3% |
| 7D | -9.7% | +0.6% | -10.3% | -9.9% |
| 30D | -8.5% | -2.1% | -6.4% | -7.9% |
| 3M | -1.7% | +2.6% | -4.3% | -2.4% |
| 6M | -17.9% | -6.8% | -11.1% | -16.2% |
| YTD | -21.1% | +6.9% | -28.0% | -23.0% |
| 1Y | -35.1% | +11.6% | -46.7% | -37.5% |
| 3Y | -26.7% | +47.7% | -74.4% | -35.8% |
| 5Y | -12.0% | +46.2% | -58.2% | -23.0% |
| 10Y | +122.9% | +109.2% | +13.7% | +77.8% |
| All | +578.1% | +119.1% | +459.0% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling