-26.6%
VRSK vs BB
+64.9%
-91.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | -2.3% | -12.5% | +10.2% | -2.5% |
| 3M | -2.9% | -17.4% | +14.5% | -3.3% |
| 6M | -12.8% | +119.1% | -131.9% | -13.0% |
| YTD | -20.8% | +102.4% | -123.2% | -21.1% |
| 1Y | -33.2% | +98.2% | -131.4% | -33.5% |
| 3Y | -26.6% | +46.9% | -73.5% | -28.7% |
| All | -26.6% | +64.9% | -91.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling