+578.1%
VRSK vs FDS
+436.1%
+142.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.3% | -3.6% |
| 7D | -9.7% | -5.4% | -4.3% | -7.4% |
| 30D | -8.5% | +1.6% | -10.1% | -9.1% |
| 3M | -1.7% | +17.7% | -19.4% | -9.2% |
| 6M | -17.9% | +29.1% | -46.9% | -27.7% |
| YTD | -21.1% | +1.0% | -22.1% | -22.9% |
| 1Y | -35.1% | -21.6% | -13.5% | -29.4% |
| 3Y | -26.7% | -30.1% | +3.4% | -17.2% |
| 5Y | -12.0% | -20.7% | +8.7% | -6.5% |
| 10Y | +122.9% | +78.3% | +44.6% | +70.2% |
| All | +578.1% | +436.1% | +142.0% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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