+16.0%
BX vs VEU
+53.0%
-37.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -1.0% |
| 7D | -8.9% | -1.9% | -7.0% | -6.2% |
| 30D | -14.8% | -0.7% | -14.1% | -13.9% |
| 3M | +6.9% | +4.9% | +2.1% | -0.9% |
| 6M | +16.3% | +9.8% | +6.4% | -0.7% |
| YTD | -16.1% | +15.3% | -31.4% | -34.0% |
| 1Y | -26.8% | +23.0% | -49.8% | -48.3% |
| 3Y | +22.4% | +73.5% | -51.1% | -51.8% |
| 5Y | +16.0% | +54.5% | -38.5% | -40.0% |
| All | +16.0% | +53.0% | -37.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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