-9.2%
VRSK vs FLNC
-69.0%
+59.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.2% | -9.8% | +0.8% |
| 7D | +4.2% | -2.1% | +6.3% | +4.2% |
| 30D | +21.2% | -20.8% | +42.0% | +20.6% |
| 3M | +2.9% | -61.3% | +64.2% | +0.6% |
| 6M | +11.3% | -50.9% | +62.2% | +9.8% |
| YTD | -10.8% | -69.4% | +58.5% | -11.2% |
| 1Y | -9.2% | -68.4% | +59.2% | -8.7% |
| All | -9.2% | -69.0% | +59.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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