+167.2%
BX vs ROIV
+232.7%
-65.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | +0.1% | +1.0% | -0.9% | -0.2% |
| 3M | +16.0% | +18.3% | -2.3% | +12.6% |
| 6M | +21.6% | +18.3% | +3.3% | +17.8% |
| YTD | -8.9% | +61.0% | -69.9% | -16.2% |
| 1Y | -16.6% | +177.9% | -194.5% | -29.9% |
| 3Y | +43.3% | +199.1% | -155.7% | +17.4% |
| 5Y | +25.7% | +250.7% | -225.0% | -10.6% |
| All | +167.2% | +232.7% | -65.4% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling