-12.4%
BX vs VG
+51.8%
-64.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | 0.0% |
| 7D | -2.8% | +5.5% | -8.3% | -2.5% |
| 30D | +7.3% | -3.6% | +10.9% | +7.2% |
| 3M | -16.3% | -4.0% | -12.3% | -16.3% |
| 6M | +2.5% | +9.4% | -6.9% | +2.7% |
| YTD | -17.6% | +86.6% | -104.2% | -23.3% |
| 1Y | -12.4% | +69.5% | -81.9% | -17.5% |
| All | -12.4% | +51.8% | -64.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling