+114.5%
BP vs VRSK
+593.4%
-478.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +4.0% | -5.4% | +9.4% | +5.5% |
| 30D | +7.8% | -1.8% | +9.6% | +8.2% |
| 3M | +8.4% | -2.2% | +10.6% | +8.1% |
| 6M | +15.1% | -14.9% | +30.0% | +19.2% |
| YTD | +36.4% | -20.0% | +56.4% | +43.3% |
| 1Y | +40.9% | -33.1% | +74.0% | +56.1% |
| 3Y | +38.8% | -25.6% | +64.5% | +45.0% |
| 5Y | +141.1% | -10.1% | +151.2% | +128.7% |
| 10Y | +133.9% | +128.4% | +5.5% | +50.6% |
| All | +114.5% | +593.4% | -478.8% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling