+1,301.2%
FERG vs VRSK
+519.7%
+781.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.0% | -7.7% | +6.7% | 0.0% |
| 30D | -11.8% | -2.8% | -9.0% | -11.6% |
| 3M | -1.2% | -3.7% | +2.5% | -1.1% |
| 6M | -2.3% | -12.8% | +10.5% | -0.9% |
| YTD | +0.8% | -21.0% | +21.8% | +3.5% |
| 1Y | +0.5% | -32.5% | +32.9% | +5.7% |
| 3Y | +51.4% | -26.5% | +77.9% | +56.4% |
| 5Y | +67.5% | -11.5% | +79.0% | +66.6% |
| 10Y | +348.1% | +125.7% | +222.4% | +324.9% |
| All | +1,301.2% | +519.7% | +781.6% | +1,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling