+122.9%
VRSK vs FND
+56.5%
+66.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -5.2% | -5.8% | +0.6% | -4.3% |
| 30D | -2.3% | -20.2% | +17.9% | +1.1% |
| 3M | -2.9% | -12.0% | +9.0% | -1.3% |
| 6M | -12.8% | -18.5% | +5.7% | -10.9% |
| YTD | -20.8% | -22.3% | +1.4% | -18.9% |
| 1Y | -33.2% | -47.6% | +14.4% | -27.1% |
| 3Y | -26.6% | -49.8% | +23.2% | -22.2% |
| 5Y | -11.3% | -63.0% | +51.6% | -4.5% |
| All | +122.9% | +56.5% | +66.4% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling