-11.5%
VRSK vs FRSH
-72.5%
+61.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -6.6% | +1.4% | -4.2% |
| 30D | -2.3% | +2.1% | -4.4% | -2.6% |
| 3M | -2.9% | +29.0% | -31.9% | -6.2% |
| 6M | -12.8% | +48.6% | -61.4% | -17.3% |
| YTD | -20.8% | -2.9% | -17.9% | -21.4% |
| 1Y | -33.2% | -7.9% | -25.3% | -33.4% |
| 3Y | -26.6% | -46.5% | +19.9% | -23.6% |
| All | -11.5% | -72.5% | +61.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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