+1,902.5%
BX vs VRSK
+585.1%
+1,317.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -8.9% | -7.7% | -1.2% | -5.0% |
| 30D | -14.8% | -2.8% | -12.0% | -13.6% |
| 3M | +6.9% | -3.7% | +10.6% | +7.7% |
| 6M | +16.3% | -12.8% | +29.0% | +22.5% |
| YTD | -16.1% | -21.0% | +4.9% | -7.1% |
| 1Y | -26.8% | -32.5% | +5.7% | -11.8% |
| 3Y | +22.4% | -26.5% | +49.0% | +36.3% |
| 5Y | +16.0% | -11.5% | +27.5% | +14.2% |
| 10Y | +646.9% | +125.7% | +521.3% | +335.8% |
| All | +1,902.5% | +585.1% | +1,317.4% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling