-3.5%
BA vs VRSK
-10.8%
+7.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.4% |
| 7D | -1.2% | -5.4% | +4.2% | 0.0% |
| 30D | -11.3% | -1.8% | -9.6% | -11.2% |
| 3M | -3.8% | -2.2% | -1.5% | -4.0% |
| 6M | -8.3% | -14.9% | +6.7% | -5.0% |
| YTD | -4.9% | -20.0% | +15.1% | +0.3% |
| 1Y | -10.1% | -33.1% | +23.1% | +0.9% |
| 3Y | -2.3% | -25.6% | +23.3% | +2.1% |
| 5Y | -3.5% | -10.1% | +6.6% | -13.5% |
| All | -3.5% | -10.8% | +7.3% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling