+129.4%
VRSK vs FTV
+87.0%
+42.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.9% |
| 7D | -5.4% | -1.3% | -4.1% | -5.0% |
| 30D | -1.8% | -9.5% | +7.7% | +1.8% |
| 3M | -2.2% | -10.9% | +8.7% | +1.6% |
| 6M | -14.9% | -0.6% | -14.3% | -15.2% |
| YTD | -20.0% | +1.4% | -21.4% | -21.6% |
| 1Y | -33.1% | +17.6% | -50.8% | -38.3% |
| 3Y | -25.6% | -3.3% | -22.4% | -27.7% |
| 5Y | -10.1% | -0.1% | -10.0% | -15.2% |
| 10Y | +128.4% | +82.5% | +45.9% | +71.0% |
| All | +129.4% | +87.0% | +42.4% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling