+9.8%
BAX vs VRSK
-30.3%
+40.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.9% |
| 7D | -1.1% | -3.1% | +2.0% | -1.3% |
| 30D | -5.5% | -1.6% | -3.9% | -5.6% |
| 3M | +33.5% | +3.5% | +30.0% | +33.6% |
| 6M | +35.9% | -13.4% | +49.2% | +31.6% |
| YTD | +35.4% | -16.5% | +51.9% | +34.0% |
| 1Y | +9.8% | -30.6% | +40.3% | +17.5% |
| All | +9.8% | -30.3% | +40.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling