-12.8%
VRSK vs BB
+115.4%
-128.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.4% |
| 7D | -7.7% | -2.1% | -5.7% | -7.8% |
| 30D | -2.8% | -16.0% | +13.2% | -3.9% |
| 3M | -3.7% | -14.5% | +10.8% | -5.5% |
| 6M | -12.8% | +118.6% | -131.3% | -14.8% |
| All | -12.8% | +115.4% | -128.2% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling