+19.6%
BTDR vs VRSK
-2.0%
+21.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.8% |
| 7D | -3.4% | -5.2% | +1.8% | -4.4% |
| 30D | +32.6% | -2.3% | +34.9% | +32.1% |
| 3M | -32.2% | -2.9% | -29.3% | -32.8% |
| 6M | +52.4% | -12.8% | +65.2% | +51.1% |
| YTD | +6.7% | -20.8% | +27.5% | +5.2% |
| 1Y | -15.2% | -33.2% | +18.0% | -17.0% |
| 3Y | +14.9% | -26.6% | +41.5% | +13.4% |
| 5Y | +20.8% | -11.3% | +32.1% | +20.4% |
| All | +19.6% | -2.0% | +21.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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