-33.3%
VRSK vs FIGR
+1.6%
-34.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.3% |
| 7D | -7.7% | +1.0% | -8.7% | -7.7% |
| 30D | -2.8% | +31.4% | -34.2% | -1.7% |
| 3M | -3.7% | +30.3% | -34.0% | -2.6% |
| 6M | -12.8% | -7.6% | -5.1% | -12.5% |
| YTD | -21.0% | -10.5% | -10.5% | -19.0% |
| All | -33.3% | +1.6% | -34.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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