+124.0%
VRSK vs BRKR
+155.3%
-31.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -8.7% | +3.5% | -3.7% |
| 30D | -2.3% | -9.9% | +7.5% | -0.7% |
| 3M | -2.9% | -3.1% | +0.2% | -3.9% |
| 6M | -12.8% | +45.5% | -58.3% | -21.8% |
| YTD | -20.8% | +13.7% | -34.5% | -25.4% |
| 1Y | -33.2% | +67.4% | -100.6% | -43.0% |
| 3Y | -26.6% | -13.2% | -13.4% | -30.3% |
| 5Y | -11.3% | -39.5% | +28.1% | -7.8% |
| All | +124.0% | +155.3% | -31.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling