-30.6%
VRSK vs BNS
+52.2%
-82.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.9% |
| 7D | -3.1% | +1.5% | -4.7% | -2.6% |
| 30D | -1.6% | +6.0% | -7.5% | +0.3% |
| 3M | +3.5% | +16.3% | -12.8% | +8.3% |
| 6M | -13.4% | +28.8% | -42.1% | -7.4% |
| YTD | -16.5% | +30.0% | -46.5% | -11.9% |
| 1Y | -30.6% | +50.7% | -81.3% | -32.2% |
| All | -30.6% | +52.2% | -82.8% | -32.2% |
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