+21.5%
BX vs VCLT
+11.3%
+10.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -1.4% |
| 7D | -8.9% | -1.3% | -7.6% | -7.4% |
| 30D | -14.8% | -1.1% | -13.7% | -13.4% |
| 3M | +6.9% | -3.7% | +10.6% | +12.1% |
| 6M | +16.3% | -4.0% | +20.3% | +22.8% |
| YTD | -16.1% | -3.4% | -12.7% | -12.1% |
| 1Y | -26.8% | -4.1% | -22.6% | -22.6% |
| All | +21.5% | +11.3% | +10.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling