+275.1%
BLK vs VRSK
+126.1%
+149.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.3% | -5.2% | +1.9% | -0.8% |
| 30D | -6.5% | -2.3% | -4.2% | -5.6% |
| 3M | +6.7% | -2.9% | +9.7% | +6.9% |
| 6M | +14.7% | -12.8% | +27.5% | +20.3% |
| YTD | +2.5% | -20.8% | +23.3% | +12.7% |
| 1Y | -2.8% | -33.2% | +30.4% | +17.5% |
| 3Y | +65.9% | -26.6% | +92.4% | +82.2% |
| 5Y | +33.0% | -11.3% | +44.3% | +25.5% |
| All | +275.1% | +126.1% | +149.0% | +102.8% |
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