-39.3%
BAX vs VRSK
+126.1%
-165.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -7.9% | -5.2% | -2.7% | -6.3% |
| 30D | -11.7% | -2.3% | -9.3% | -11.1% |
| 3M | +16.2% | -2.9% | +19.1% | +16.7% |
| 6M | +32.0% | -12.8% | +44.8% | +36.3% |
| YTD | +24.7% | -20.8% | +45.5% | +32.5% |
| 1Y | -2.6% | -33.2% | +30.6% | +10.0% |
| 3Y | -35.0% | -26.6% | -8.4% | -30.7% |
| 5Y | -67.6% | -11.3% | -56.2% | -68.8% |
| All | -39.3% | +126.1% | -165.4% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling