+120.2%
BKR vs VRSK
+126.1%
-5.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -7.0% | -5.2% | -1.8% | -5.5% |
| 30D | -8.1% | -2.3% | -5.8% | -7.7% |
| 3M | -6.6% | -2.9% | -3.7% | -6.9% |
| 6M | +0.9% | -12.8% | +13.7% | +3.8% |
| YTD | +31.1% | -20.8% | +51.9% | +39.1% |
| 1Y | +27.7% | -33.2% | +60.9% | +44.5% |
| 3Y | +71.2% | -26.6% | +97.8% | +81.6% |
| 5Y | +177.6% | -11.3% | +189.0% | +160.4% |
| All | +120.2% | +126.1% | -5.9% | +38.5% |
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 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