+1,975.3%
BX vs VCLT
+103.3%
+1,872.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -2.3% | -0.6% | -1.7% | -2.0% |
| 3M | +18.5% | -2.2% | +20.8% | +19.8% |
| 6M | +23.7% | -2.9% | +26.6% | +25.6% |
| YTD | -10.4% | -2.1% | -8.3% | -9.4% |
| 1Y | -19.6% | -2.6% | -17.0% | -18.4% |
| 3Y | +30.8% | +12.5% | +18.3% | +26.0% |
| 5Y | +24.3% | -15.3% | +39.6% | +23.8% |
| 10Y | +679.5% | +16.6% | +662.8% | +735.7% |
| All | +1,975.3% | +103.3% | +1,872.0% | +3,231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling