+587.8%
VRSK vs BN
+969.1%
-381.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.0% |
| 7D | -5.4% | -3.0% | -2.4% | -4.5% |
| 30D | -1.8% | -13.0% | +11.2% | +2.7% |
| 3M | -2.2% | -15.2% | +13.0% | +2.9% |
| 6M | -14.9% | -5.9% | -9.0% | -14.1% |
| YTD | -20.0% | -15.8% | -4.2% | -16.5% |
| 1Y | -33.1% | -12.2% | -21.0% | -31.5% |
| 3Y | -25.6% | +72.2% | -97.8% | -41.9% |
| 5Y | -10.1% | +33.2% | -43.3% | -24.5% |
| 10Y | +128.4% | +264.7% | -136.3% | +30.2% |
| All | +587.8% | +969.1% | -381.3% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling