+426.8%
BA vs VRSK
+583.6%
-156.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.7% |
| 7D | +2.5% | -9.7% | +12.2% | +6.9% |
| 30D | -10.1% | -8.5% | -1.6% | -7.0% |
| 3M | -2.4% | -1.7% | -0.7% | -3.0% |
| 6M | -8.8% | -17.9% | +9.1% | -2.6% |
| YTD | -2.9% | -21.1% | +18.2% | +4.8% |
| 1Y | -8.8% | -35.1% | +26.4% | +7.8% |
| 3Y | -0.3% | -26.7% | +26.4% | +7.6% |
| 5Y | -0.3% | -12.0% | +11.7% | -4.4% |
| 10Y | +72.3% | +122.9% | -50.5% | +5.2% |
| All | +426.8% | +583.6% | -156.9% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling