+91.7%
BKNG vs VRSK
-11.9%
+103.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -10.7% | -7.7% | -2.9% | -7.8% |
| 30D | -18.1% | -2.8% | -15.3% | -17.3% |
| 3M | +8.5% | -3.7% | +12.2% | +9.8% |
| 6M | -0.1% | -12.8% | +12.7% | +4.6% |
| YTD | -18.2% | -21.0% | +2.7% | -11.3% |
| 1Y | -19.9% | -32.5% | +12.6% | -7.9% |
| 3Y | +41.6% | -26.5% | +68.1% | +54.1% |
| All | +91.7% | -11.9% | +103.6% | +84.7% |
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