+661.1%
BX vs VRSK
+126.1%
+535.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -5.2% | -0.4% | -2.9% |
| 30D | -12.2% | -2.3% | -9.9% | -11.3% |
| 3M | +7.4% | -2.9% | +10.3% | +7.6% |
| 6M | +22.2% | -12.8% | +35.0% | +29.1% |
| YTD | -14.0% | -20.8% | +6.8% | -4.3% |
| 1Y | -27.3% | -33.2% | +5.9% | -10.6% |
| 3Y | +24.5% | -26.6% | +51.1% | +38.8% |
| 5Y | +18.9% | -11.3% | +30.2% | +14.3% |
| All | +661.1% | +126.1% | +535.0% | +361.6% |
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