-9.2%
VRSK vs BAH
+6.2%
-15.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | 0.0% |
| 7D | +4.2% | +5.8% | -1.5% | +2.6% |
| 30D | +21.2% | +28.7% | -7.5% | +13.2% |
| 3M | +2.9% | +20.9% | -18.0% | -2.4% |
| 6M | +11.3% | +15.2% | -3.8% | +5.4% |
| YTD | -10.8% | +7.1% | -17.9% | -15.2% |
| 1Y | -9.2% | +6.4% | -15.5% | -13.0% |
| All | -9.2% | +6.2% | -15.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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