+19.5%
BIL vs VRSK
-11.8%
+31.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -5.2% | +5.2% | +0.1% |
| 30D | +0.3% | -2.3% | +2.6% | +0.3% |
| 3M | +0.9% | -2.9% | +3.8% | +0.9% |
| 6M | +1.8% | -12.8% | +14.6% | +1.8% |
| YTD | +2.5% | -20.8% | +23.3% | +2.5% |
| 1Y | +3.7% | -33.2% | +36.9% | +3.7% |
| 3Y | +14.1% | -26.6% | +40.7% | +14.1% |
| All | +19.5% | -11.8% | +31.2% | +19.5% |
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 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