+24.5%
BX vs VRSK
-26.5%
+51.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -5.2% | -0.4% | -4.5% |
| 30D | -12.2% | -2.3% | -9.9% | -11.8% |
| 3M | +7.4% | -2.9% | +10.3% | +7.7% |
| 6M | +22.2% | -12.8% | +35.0% | +25.8% |
| YTD | -14.0% | -20.8% | +6.8% | -8.9% |
| 1Y | -27.3% | -33.2% | +5.9% | -18.9% |
| 3Y | +24.5% | -26.6% | +51.1% | +32.2% |
| All | +24.5% | -26.5% | +51.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling