+680.0%
BX vs VCIT
+30.4%
+649.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.0% |
| 30D | +7.3% | +1.0% | +6.3% | +5.6% |
| 3M | -16.3% | -1.4% | -14.9% | -14.0% |
| 6M | +2.5% | -2.1% | +4.6% | +6.7% |
| YTD | -17.6% | -1.8% | -15.8% | -14.5% |
| 1Y | -12.4% | -1.4% | -11.0% | -9.7% |
| 3Y | +36.2% | +19.3% | +16.9% | +4.5% |
| 5Y | +3.0% | +4.1% | -1.2% | -7.2% |
| 10Y | +680.0% | +30.9% | +649.1% | +658.8% |
| All | +680.0% | +30.4% | +649.6% | +658.8% |
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