-11.1%
VRSK vs BNS
+94.7%
-105.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | -2.3% | +3.5% | -5.8% | -3.2% |
| 3M | -2.9% | +14.1% | -17.0% | -6.5% |
| 6M | -12.8% | +33.8% | -46.6% | -20.1% |
| YTD | -20.8% | +29.5% | -50.3% | -26.9% |
| 1Y | -33.2% | +48.4% | -81.6% | -41.3% |
| 3Y | -26.6% | +129.6% | -156.2% | -45.9% |
| All | -11.1% | +94.7% | -105.8% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling