+579.5%
VRSK vs FLR
+34.0%
+545.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -7.7% | -6.9% | -0.9% | -7.2% |
| 30D | -2.8% | +1.1% | -4.0% | -3.0% |
| 3M | -3.7% | +14.3% | -18.0% | -5.1% |
| 6M | -12.8% | +19.1% | -31.9% | -14.7% |
| YTD | -21.0% | +35.1% | -56.1% | -23.7% |
| 1Y | -32.5% | +29.5% | -61.9% | -34.7% |
| 3Y | -26.5% | +53.0% | -79.5% | -31.5% |
| 5Y | -11.5% | +238.9% | -250.4% | -24.6% |
| 10Y | +125.7% | +17.4% | +108.3% | +107.7% |
| All | +579.5% | +34.0% | +545.6% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling