+124.0%
VRSK vs BN
+265.2%
-141.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -5.2% | -5.2% | 0.0% | -3.5% |
| 30D | -2.3% | -14.5% | +12.2% | +2.7% |
| 3M | -2.9% | -15.0% | +12.1% | +2.2% |
| 6M | -12.8% | -5.4% | -7.4% | -12.1% |
| YTD | -20.8% | -16.4% | -4.4% | -17.1% |
| 1Y | -33.2% | -16.2% | -17.0% | -30.4% |
| 3Y | -26.6% | +67.5% | -94.1% | -43.1% |
| 5Y | -11.3% | +34.1% | -45.5% | -26.7% |
| All | +124.0% | +265.2% | -141.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling