+145.8%
BX vs ROIV
+287.3%
-141.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +3.1% |
| 7D | +3.3% | +13.3% | -10.1% | +1.3% |
| 30D | +9.6% | +14.8% | -5.2% | +7.2% |
| 3M | -8.7% | +11.9% | -20.6% | -10.7% |
| 6M | +2.2% | +42.4% | -40.2% | -4.2% |
| YTD | -16.2% | +87.4% | -103.6% | -25.0% |
| 1Y | -11.5% | +97.2% | -108.7% | -21.5% |
| 3Y | +41.0% | +375.7% | -334.7% | +9.0% |
| 5Y | +1.1% | +379.0% | -377.9% | -31.5% |
| All | +145.8% | +287.3% | -141.5% | +71.5% |
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