-2.2%
BA vs VRSK
-25.7%
+23.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.1% |
| 7D | -1.2% | -5.4% | +4.2% | -0.9% |
| 30D | -11.3% | -1.8% | -9.6% | -11.3% |
| 3M | -3.8% | -2.2% | -1.5% | -3.9% |
| 6M | -8.3% | -14.9% | +6.7% | -6.7% |
| YTD | -4.9% | -20.0% | +15.1% | -2.3% |
| 1Y | -10.1% | -33.1% | +23.1% | -4.5% |
| All | -2.2% | -25.7% | +23.5% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling