+16.0%
BX vs VCLT
-17.3%
+33.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -1.5% |
| 7D | -8.9% | -1.3% | -7.6% | -7.5% |
| 30D | -14.8% | -1.1% | -13.7% | -13.6% |
| 3M | +6.9% | -3.7% | +10.6% | +11.6% |
| 6M | +16.3% | -4.0% | +20.3% | +22.1% |
| YTD | -16.1% | -3.4% | -12.7% | -12.5% |
| 1Y | -26.8% | -4.1% | -22.6% | -23.0% |
| 3Y | +22.4% | +11.0% | +11.5% | +10.1% |
| 5Y | +16.0% | -17.0% | +33.0% | +27.4% |
| All | +16.0% | -17.3% | +33.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling