-32.5%
VRSK vs FGI
+126.2%
-158.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.6% | -1.2% |
| 7D | -7.7% | +22.8% | -30.5% | -7.8% |
| 30D | -2.8% | +85.9% | -88.8% | -3.4% |
| 3M | -3.7% | +32.4% | -36.1% | -4.2% |
| 6M | -12.8% | +106.3% | -119.1% | -12.7% |
| YTD | -21.0% | +48.4% | -69.4% | -20.9% |
| 1Y | -32.5% | +116.4% | -148.8% | -31.9% |
| All | -32.5% | +126.2% | -158.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling