+635.8%
BX vs VFC
-48.6%
+684.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.2% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +14.2% | +25.5% | -11.2% | +5.2% |
| 3M | -18.7% | +41.3% | -60.0% | -28.6% |
| 6M | +2.5% | +22.2% | -19.7% | -6.2% |
| YTD | -18.8% | +16.4% | -35.2% | -24.9% |
| 1Y | -10.3% | +38.4% | -48.7% | -22.6% |
| 3Y | +35.4% | +56.2% | -20.8% | -5.7% |
| 5Y | +0.3% | -68.2% | +68.4% | +45.7% |
| All | +635.8% | -48.6% | +684.5% | +795.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling