+146.2%
BX vs ROIV
+289.9%
-143.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | -8.9% | +19.0% | -27.9% | -11.6% |
| 30D | -14.8% | +16.1% | -30.9% | -17.0% |
| 3M | +6.9% | +44.1% | -37.2% | +0.3% |
| 6M | +16.3% | +37.8% | -21.6% | +9.7% |
| YTD | -16.1% | +88.7% | -104.7% | -24.9% |
| 1Y | -26.8% | +197.3% | -224.1% | -39.2% |
| 3Y | +22.4% | +224.9% | -202.5% | -1.5% |
| 5Y | +16.0% | +311.0% | -295.0% | -19.7% |
| All | +146.2% | +289.9% | -143.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling