-11.1%
VRSK vs BIDU
-44.1%
+33.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -5.2% | -8.1% | +3.0% | -4.8% |
| 30D | -2.3% | -12.8% | +10.5% | -1.8% |
| 3M | -2.9% | -21.3% | +18.4% | -2.1% |
| 6M | -12.8% | -27.0% | +14.2% | -12.0% |
| YTD | -20.8% | -30.0% | +9.2% | -20.1% |
| 1Y | -33.2% | -18.3% | -15.0% | -33.6% |
| 3Y | -26.6% | -33.8% | +7.3% | -26.4% |
| All | -11.1% | -44.1% | +33.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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