+73.1%
BAC vs VRSK
-11.8%
+84.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -5.2% | +5.2% | +1.0% |
| 30D | -2.8% | -2.3% | -0.5% | -2.5% |
| 3M | +14.2% | -2.9% | +17.2% | +14.1% |
| 6M | +30.5% | -12.8% | +43.3% | +33.3% |
| YTD | +15.8% | -20.8% | +36.6% | +21.1% |
| 1Y | +26.2% | -33.2% | +59.4% | +38.7% |
| 3Y | +136.5% | -26.6% | +163.1% | +148.3% |
| All | +73.1% | -11.8% | +84.8% | +60.5% |
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