-26.6%
VRSK vs FLR
+54.2%
-80.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -5.2% | -3.5% | -1.7% | -5.2% |
| 30D | -2.3% | +4.2% | -6.5% | -2.3% |
| 3M | -2.9% | +8.1% | -11.0% | -2.7% |
| 6M | -12.8% | +21.5% | -34.3% | -12.8% |
| YTD | -20.8% | +36.8% | -57.6% | -21.1% |
| 1Y | -33.2% | +31.2% | -64.4% | -33.4% |
| 3Y | -26.6% | +53.9% | -80.5% | -30.2% |
| All | -26.6% | +54.2% | -80.8% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling