-11.3%
VRSK vs BAH
+2.2%
-13.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.1% |
| 7D | -7.7% | +2.4% | -10.2% | -8.2% |
| 30D | -2.8% | -2.9% | +0.1% | -2.3% |
| 3M | -3.7% | -1.3% | -2.4% | -3.9% |
| 6M | -12.8% | -0.9% | -11.9% | -13.1% |
| YTD | -21.0% | -8.2% | -12.7% | -20.7% |
| 1Y | -32.5% | -24.0% | -8.5% | -30.3% |
| 3Y | -26.5% | -28.1% | +1.6% | -27.1% |
| All | -11.3% | +2.2% | -13.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling