-26.6%
VRSK vs FTI
+267.9%
-294.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -5.2% | -4.4% | -0.8% | -5.1% |
| 30D | -2.3% | +1.5% | -3.8% | -2.3% |
| 3M | -2.9% | +8.2% | -11.1% | -3.0% |
| 6M | -12.8% | +18.8% | -31.6% | -13.3% |
| YTD | -20.8% | +71.7% | -92.5% | -22.9% |
| 1Y | -33.2% | +90.0% | -123.3% | -35.4% |
| 3Y | -26.6% | +270.5% | -297.1% | -31.9% |
| All | -26.6% | +267.9% | -294.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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