-26.6%
VRSK vs FTV
-5.2%
-21.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -5.2% | -4.0% | -1.2% | -4.7% |
| 30D | -2.3% | -11.0% | +8.7% | -1.0% |
| 3M | -2.9% | -8.4% | +5.5% | -2.0% |
| 6M | -12.8% | -2.6% | -10.2% | -12.5% |
| YTD | -20.8% | -0.6% | -20.2% | -21.0% |
| 1Y | -33.2% | +11.0% | -44.2% | -34.4% |
| 3Y | -26.6% | -6.3% | -20.2% | -26.1% |
| All | -26.6% | -5.2% | -21.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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