-0.2%
VRSK vs BNS
+44.2%
-44.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.8% | +11.7% | +4.9% |
| 7D | +10.9% | -3.8% | +14.7% | +9.2% |
| 30D | +28.0% | +1.7% | +26.3% | +28.6% |
| 3M | +12.3% | +4.6% | +7.8% | +14.3% |
| 6M | +17.8% | +21.9% | -4.1% | +27.4% |
| YTD | -4.7% | +28.3% | -33.0% | +3.5% |
| 1Y | -0.2% | +44.3% | -44.5% | +8.5% |
| All | -0.2% | +44.2% | -44.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling