-26.7%
VRSK vs BTSG
+382.3%
-409.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -1.1% |
| 7D | -7.7% | -5.8% | -2.0% | -7.6% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -3.7% | -4.5% | +0.8% | -3.7% |
| 6M | -12.8% | +40.0% | -52.8% | -14.4% |
| YTD | -21.0% | +54.6% | -75.5% | -22.8% |
| 1Y | -32.5% | +106.1% | -138.6% | -35.0% |
| All | -26.7% | +382.3% | -409.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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