+156.3%
BX vs RVMD
+622.3%
-466.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -3.0% | -2.6% | -5.0% |
| 30D | -12.2% | -0.7% | -11.5% | -12.2% |
| 3M | +7.4% | +36.5% | -29.2% | +0.2% |
| 6M | +22.2% | +104.6% | -82.4% | +3.1% |
| YTD | -14.0% | +155.8% | -169.8% | -32.2% |
| 1Y | -27.3% | +340.7% | -368.0% | -49.7% |
| 3Y | +24.5% | +519.9% | -495.4% | -24.6% |
| 5Y | +18.9% | +584.9% | -566.1% | -35.6% |
| All | +156.3% | +622.3% | -466.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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