+697.2%
BX vs VCIT
+28.6%
+668.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -0.3% | -4.0% | -3.8% |
| 30D | +0.1% | -0.8% | +0.9% | +1.4% |
| 3M | +16.0% | -1.0% | +17.0% | +18.2% |
| 6M | +21.6% | -1.8% | +23.5% | +25.9% |
| YTD | -8.9% | -0.7% | -8.2% | -7.5% |
| 1Y | -16.6% | +1.0% | -17.6% | -17.5% |
| 3Y | +43.3% | +18.8% | +24.5% | +10.4% |
| 5Y | +25.7% | +3.5% | +22.2% | +13.1% |
| All | +697.2% | +28.6% | +668.6% | +641.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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