+18.8%
BX vs VFC
-78.7%
+97.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.9% |
| 7D | -5.7% | -2.3% | -3.3% | -4.9% |
| 30D | -8.9% | -13.4% | +4.5% | -4.6% |
| 3M | +8.4% | -23.7% | +32.1% | +17.1% |
| 6M | +18.9% | -24.5% | +43.4% | +28.6% |
| YTD | -13.6% | -27.8% | +14.2% | -5.6% |
| 1Y | -22.4% | -13.5% | -9.0% | -21.2% |
| 3Y | +26.0% | -27.1% | +53.1% | +19.4% |
| 5Y | +18.8% | -79.0% | +97.8% | +129.4% |
| All | +18.8% | -78.7% | +97.5% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling