+578.1%
VRSK vs FFIV
+880.4%
-302.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -9.7% | -1.5% | -8.2% | -9.4% |
| 30D | -8.5% | -2.7% | -5.9% | -8.2% |
| 3M | -1.7% | -1.7% | 0.0% | -1.8% |
| 6M | -17.9% | +36.1% | -54.0% | -23.4% |
| YTD | -21.1% | +52.6% | -73.8% | -28.2% |
| 1Y | -35.1% | +21.5% | -56.7% | -38.4% |
| 3Y | -26.7% | +142.7% | -169.4% | -40.4% |
| 5Y | -12.0% | +92.6% | -104.6% | -25.9% |
| 10Y | +122.9% | +225.5% | -102.6% | +67.7% |
| All | +578.1% | +880.4% | -302.3% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling