+18.4%
BX vs VEA
+59.5%
-41.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +0.9% |
| 7D | -5.6% | -1.5% | -4.2% | -3.5% |
| 30D | -12.2% | -0.8% | -11.4% | -11.1% |
| 3M | +7.4% | +2.5% | +4.9% | +3.3% |
| 6M | +22.2% | +11.1% | +11.0% | +2.8% |
| YTD | -14.0% | +17.2% | -31.2% | -33.7% |
| 1Y | -27.3% | +24.5% | -51.8% | -49.3% |
| 3Y | +24.5% | +75.4% | -50.9% | -50.8% |
| All | +18.4% | +59.5% | -41.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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