-26.6%
VRSK vs FND
-50.3%
+23.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -5.2% | -5.8% | +0.6% | -4.9% |
| 30D | -2.3% | -20.2% | +17.9% | -1.5% |
| 3M | -2.9% | -12.0% | +9.0% | -2.4% |
| 6M | -12.8% | -18.5% | +5.7% | -12.2% |
| YTD | -20.8% | -22.3% | +1.4% | -20.3% |
| 1Y | -33.2% | -47.6% | +14.4% | -31.7% |
| 3Y | -26.6% | -49.8% | +23.2% | -24.5% |
| All | -26.6% | -50.3% | +23.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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