+1.3%
BBY vs VRSK
-11.8%
+13.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | -5.2% | +5.7% | +2.1% |
| 30D | +9.4% | -2.3% | +11.7% | +9.8% |
| 3M | +19.3% | -2.9% | +22.3% | +19.6% |
| 6M | +47.9% | -12.8% | +60.7% | +52.7% |
| YTD | +39.6% | -20.8% | +60.4% | +48.6% |
| 1Y | +22.2% | -33.2% | +55.4% | +38.6% |
| 3Y | +45.0% | -26.6% | +71.6% | +52.8% |
| All | +1.3% | -11.8% | +13.0% | -6.7% |
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