+124.0%
VRSK vs BRO
+294.2%
-170.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.2% | -7.3% | +2.2% | -0.9% |
| 30D | -2.3% | -6.9% | +4.5% | +1.7% |
| 3M | -2.9% | +10.7% | -13.6% | -8.3% |
| 6M | -12.8% | -2.7% | -10.1% | -11.7% |
| YTD | -20.8% | -16.3% | -4.5% | -13.2% |
| 1Y | -33.2% | -29.1% | -4.1% | -19.7% |
| 3Y | -26.6% | -7.8% | -18.7% | -26.1% |
| 5Y | -11.3% | +18.7% | -30.1% | -26.0% |
| All | +124.0% | +294.2% | -170.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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