+580.9%
VRSK vs BNS
+356.4%
+224.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -2.3% | +3.5% | -5.8% | -3.6% |
| 3M | -2.9% | +14.1% | -17.0% | -7.7% |
| 6M | -12.8% | +33.8% | -46.6% | -21.9% |
| YTD | -20.8% | +29.5% | -50.3% | -28.4% |
| 1Y | -33.2% | +48.4% | -81.6% | -42.6% |
| 3Y | -26.6% | +129.6% | -156.2% | -47.0% |
| 5Y | -11.3% | +96.1% | -107.4% | -32.6% |
| 10Y | +126.1% | +186.2% | -60.1% | +44.3% |
| All | +580.9% | +356.4% | +224.4% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling