+950.6%
BX vs VEU
+157.9%
+792.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -2.0% | +1.7% | -3.6% | -3.9% |
| 30D | -2.3% | +1.0% | -3.3% | -3.5% |
| 3M | +18.5% | +5.6% | +12.9% | +10.4% |
| 6M | +23.7% | +13.7% | +10.1% | +4.7% |
| YTD | -10.4% | +17.7% | -28.1% | -27.4% |
| 1Y | -19.6% | +25.8% | -45.3% | -40.0% |
| 3Y | +30.8% | +77.1% | -46.3% | -35.0% |
| 5Y | +24.3% | +57.1% | -32.8% | -25.2% |
| 10Y | +679.5% | +149.8% | +529.7% | +176.7% |
| All | +950.6% | +157.9% | +792.7% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling