+30.8%
BX vs VFC
-25.9%
+56.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -2.3% | -11.9% | +9.6% | +0.8% |
| 3M | +18.5% | -20.2% | +38.7% | +24.5% |
| 6M | +23.7% | -23.0% | +46.7% | +30.9% |
| YTD | -10.4% | -26.2% | +15.9% | -4.3% |
| 1Y | -19.6% | -13.3% | -6.2% | -18.2% |
| 3Y | +30.8% | -25.5% | +56.3% | +22.5% |
| All | +30.8% | -25.9% | +56.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling