+1,611.9%
BE vs VRSK
-26.6%
+1,638.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -4.7% |
| 7D | +9.7% | -7.7% | +17.5% | +5.3% |
| 30D | +22.4% | -2.8% | +25.2% | +21.2% |
| 3M | +10.4% | -3.7% | +14.1% | +10.0% |
| 6M | +67.9% | -12.8% | +80.6% | +63.2% |
| YTD | +197.5% | -21.0% | +218.5% | +177.3% |
| 1Y | +310.6% | -32.5% | +343.0% | +282.1% |
| All | +1,611.9% | -26.6% | +1,638.5% | +1,314.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling