+1,003.0%
BE vs VRSK
+64.2%
+938.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +9.0% | -5.2% | +14.2% | +10.9% |
| 30D | +16.3% | -2.3% | +18.6% | +16.5% |
| 3M | +10.8% | -2.9% | +13.7% | +6.8% |
| 6M | +73.2% | -12.8% | +86.0% | +74.4% |
| YTD | +217.4% | -20.8% | +238.2% | +232.2% |
| 1Y | +309.8% | -33.2% | +343.0% | +368.6% |
| 3Y | +1,726.2% | -26.6% | +1,752.7% | +1,692.7% |
| 5Y | +1,306.2% | -11.3% | +1,317.5% | +1,051.3% |
| All | +1,003.0% | +64.2% | +938.8% | +439.6% |
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