+579.5%
VRSK vs BTI
+364.6%
+214.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -7.7% | -2.0% | -5.8% | -7.2% |
| 30D | -2.8% | -3.4% | +0.6% | -1.9% |
| 3M | -3.7% | -9.0% | +5.3% | -1.2% |
| 6M | -12.8% | -5.0% | -7.8% | -12.0% |
| YTD | -21.0% | -0.3% | -20.6% | -21.5% |
| 1Y | -32.5% | +3.1% | -35.6% | -33.7% |
| 3Y | -26.5% | +111.0% | -137.5% | -42.1% |
| 5Y | -11.5% | +117.0% | -128.5% | -31.7% |
| 10Y | +125.7% | +73.9% | +51.8% | +76.0% |
| All | +579.5% | +364.6% | +214.9% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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