-10.9%
VRSK vs FGI
-16.0%
+5.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -25.2% | +25.9% | +0.8% |
| 7D | +1.6% | -14.4% | +16.0% | +1.6% |
| 30D | +15.1% | -11.8% | +26.8% | +15.1% |
| 3M | +12.1% | -46.2% | +58.3% | +12.3% |
| 6M | +29.4% | +5.2% | +24.2% | +28.8% |
| YTD | -6.4% | +10.5% | -16.9% | -6.5% |
| 1Y | -3.6% | +25.5% | -29.1% | -3.7% |
| 3Y | -10.9% | -16.0% | +5.1% | -9.9% |
| All | -10.9% | -16.0% | +5.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling