+153.3%
BX vs ROIV
+298.2%
-144.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -5.7% | +22.3% | -28.0% | -8.8% |
| 30D | -8.9% | +16.9% | -25.7% | -11.4% |
| 3M | +8.4% | +43.9% | -35.5% | +1.7% |
| 6M | +18.9% | +41.6% | -22.7% | +11.7% |
| YTD | -13.6% | +92.7% | -106.3% | -22.9% |
| 1Y | -22.4% | +210.2% | -232.6% | -36.0% |
| 3Y | +26.0% | +231.8% | -205.8% | +1.1% |
| 5Y | +18.8% | +319.8% | -301.0% | -18.1% |
| All | +153.3% | +298.2% | -144.9% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling