+246.5%
BBY vs VRSK
+126.1%
+120.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | -5.2% | +5.7% | +3.0% |
| 30D | +9.4% | -2.3% | +11.7% | +10.1% |
| 3M | +19.3% | -2.9% | +22.3% | +19.6% |
| 6M | +47.9% | -12.8% | +60.7% | +55.0% |
| YTD | +39.6% | -20.8% | +60.4% | +52.4% |
| 1Y | +22.2% | -33.2% | +55.4% | +45.1% |
| 3Y | +45.0% | -26.6% | +71.6% | +57.2% |
| 5Y | +2.6% | -11.3% | +13.9% | -3.6% |
| All | +246.5% | +126.1% | +120.5% | +92.5% |
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 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