-9.2%
VRSK vs FLR
+2.5%
-11.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.3% |
| 7D | +4.2% | +1.4% | +2.9% | +4.5% |
| 30D | +21.2% | -5.9% | +27.1% | +20.6% |
| 3M | +2.9% | -7.6% | +10.5% | +2.6% |
| 6M | +11.3% | -9.3% | +20.6% | +11.7% |
| YTD | -10.8% | +20.1% | -31.0% | -7.6% |
| 1Y | -9.2% | +3.0% | -12.2% | -7.2% |
| All | -9.2% | +2.5% | -11.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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