+371.4%
BAC vs VRSK
+583.6%
-212.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.1% | +2.1% |
| 7D | +1.2% | -9.7% | +10.9% | +5.8% |
| 30D | -0.7% | -8.5% | +7.8% | +2.8% |
| 3M | +16.9% | -1.7% | +18.6% | +16.1% |
| 6M | +29.6% | -17.9% | +47.5% | +39.0% |
| YTD | +15.3% | -21.1% | +36.4% | +24.9% |
| 1Y | +28.8% | -35.1% | +64.0% | +53.4% |
| 3Y | +136.4% | -26.7% | +163.1% | +156.7% |
| 5Y | +72.9% | -12.0% | +84.9% | +64.7% |
| 10Y | +391.8% | +122.9% | +268.9% | +163.5% |
| All | +371.4% | +583.6% | -212.3% | +25.4% |
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