+33.0%
BLK vs VRSK
-11.8%
+44.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -5.2% | +1.9% | -1.6% |
| 30D | -6.5% | -2.3% | -4.2% | -5.9% |
| 3M | +6.7% | -2.9% | +9.7% | +6.9% |
| 6M | +14.7% | -12.8% | +27.5% | +19.2% |
| YTD | +2.5% | -20.8% | +23.3% | +10.7% |
| 1Y | -2.8% | -33.2% | +30.4% | +13.5% |
| 3Y | +65.9% | -26.6% | +92.4% | +78.3% |
| All | +33.0% | -11.8% | +44.8% | +19.3% |
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