+23.3%
BA vs VRSK
+162.8%
-139.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.8% |
| 30D | -7.1% | +15.1% | -22.2% | -12.9% |
| 3M | -25.5% | +12.1% | -37.6% | -29.8% |
| 6M | -28.7% | +29.4% | -58.1% | -38.1% |
| YTD | -21.0% | -6.4% | -14.7% | -20.8% |
| 1Y | -11.9% | -3.6% | -8.3% | -13.0% |
| 3Y | -16.2% | -10.9% | -5.2% | -17.6% |
| 5Y | -22.4% | -0.5% | -21.9% | -30.8% |
| All | +23.3% | +162.8% | -139.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling