-5.0%
VRSK vs FGI
-69.8%
+64.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.6% |
| 7D | -9.7% | +5.2% | -14.9% | -9.8% |
| 30D | -8.5% | +65.2% | -73.7% | -9.4% |
| 3M | -1.7% | +30.2% | -31.8% | -2.5% |
| 6M | -17.9% | +87.8% | -105.7% | -18.9% |
| YTD | -21.1% | +32.5% | -53.6% | -21.9% |
| 1Y | -35.1% | +93.6% | -128.7% | -36.4% |
| 3Y | -26.7% | -2.6% | -24.1% | -27.9% |
| All | -5.0% | -69.8% | +64.8% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling