+351.3%
FERG vs VRSK
+126.1%
+225.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -5.2% | +2.6% | -1.6% |
| 30D | -8.9% | -2.3% | -6.6% | -8.6% |
| 3M | -2.0% | -2.9% | +0.9% | -2.1% |
| 6M | -3.2% | -12.8% | +9.6% | -1.3% |
| YTD | +1.5% | -20.8% | +22.3% | +5.5% |
| 1Y | +0.5% | -33.2% | +33.7% | +8.5% |
| 3Y | +50.4% | -26.6% | +77.0% | +57.3% |
| 5Y | +68.7% | -11.3% | +80.0% | +65.7% |
| All | +351.3% | +126.1% | +225.2% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling