-29.9%
BX vs VG
-46.6%
+16.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.7% |
| 7D | -2.8% | +5.5% | -8.3% | -3.1% |
| 30D | +7.3% | -3.6% | +10.9% | +7.3% |
| 3M | -16.3% | -4.0% | -12.3% | -16.5% |
| 6M | +2.5% | +9.4% | -6.9% | 0.0% |
| YTD | -17.6% | +86.6% | -104.2% | -27.8% |
| 1Y | -12.4% | +69.5% | -81.9% | -22.3% |
| All | -29.9% | -46.6% | +16.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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