+67.7%
FERG vs VRSK
-11.8%
+79.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -5.2% | +2.6% | -1.4% |
| 30D | -8.9% | -2.3% | -6.6% | -8.6% |
| 3M | -2.0% | -2.9% | +0.9% | -2.2% |
| 6M | -3.2% | -12.8% | +9.6% | -0.4% |
| YTD | +1.5% | -20.8% | +22.3% | +7.5% |
| 1Y | +0.5% | -33.2% | +33.7% | +13.5% |
| 3Y | +50.4% | -26.6% | +77.0% | +58.5% |
| All | +67.7% | -11.8% | +79.5% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling