+38.1%
BNY vs VRSK
-2.2%
+40.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -2.8% |
| 7D | -1.3% | +10.9% | -12.1% | -0.3% |
| 30D | +3.1% | +28.0% | -24.9% | +5.3% |
| 3M | -6.7% | +12.3% | -19.0% | -5.4% |
| 6M | +12.4% | +17.8% | -5.5% | +14.0% |
| YTD | +29.3% | -4.7% | +34.0% | +31.4% |
| 1Y | +38.1% | -0.2% | +38.3% | +42.7% |
| All | +38.1% | -2.2% | +40.3% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling