+71.1%
BA vs VRSK
+125.6%
-54.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -2.7% | -7.7% | +5.0% | +0.7% |
| 30D | -12.2% | -2.8% | -9.4% | -11.4% |
| 3M | -2.0% | -3.7% | +1.7% | -1.8% |
| 6M | -6.0% | -12.8% | +6.8% | -2.1% |
| YTD | -5.7% | -21.0% | +15.3% | +2.5% |
| 1Y | -10.0% | -32.5% | +22.5% | +5.8% |
| 3Y | -3.1% | -26.5% | +23.5% | +4.5% |
| 5Y | -2.6% | -11.5% | +8.9% | -9.4% |
| All | +71.1% | +125.6% | -54.6% | -10.3% |
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