-11.3%
VRSK vs FFIV
+95.4%
-106.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -7.7% | +1.6% | -9.3% | -8.1% |
| 30D | -2.8% | -3.7% | +0.9% | -2.1% |
| 3M | -3.7% | +2.0% | -5.7% | -4.9% |
| 6M | -12.8% | +39.3% | -52.0% | -20.8% |
| YTD | -21.0% | +56.1% | -77.1% | -30.7% |
| 1Y | -32.5% | +22.0% | -54.4% | -36.8% |
| 3Y | -26.5% | +148.2% | -174.7% | -46.7% |
| All | -11.3% | +95.4% | -106.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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