+661.1%
BX vs VCLT
+17.1%
+644.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -1.4% | -4.3% | -4.5% |
| 30D | -12.2% | -1.2% | -11.1% | -11.3% |
| 3M | +7.4% | -4.8% | +12.2% | +12.0% |
| 6M | +22.2% | -2.6% | +24.7% | +25.3% |
| YTD | -14.0% | -3.3% | -10.7% | -11.2% |
| 1Y | -27.3% | -4.8% | -22.5% | -24.0% |
| 3Y | +24.5% | +11.5% | +13.0% | +15.4% |
| 5Y | +18.9% | -17.0% | +35.8% | +31.5% |
| All | +661.1% | +17.1% | +644.0% | +697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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