-31.9%
BX vs VG
-44.1%
+12.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.7% | -7.6% | -3.1% |
| 7D | -1.1% | +15.1% | -16.2% | -1.8% |
| 30D | +8.8% | -4.2% | +13.0% | +8.9% |
| 3M | -18.3% | -3.1% | -15.2% | -18.4% |
| 6M | -1.5% | +0.3% | -1.8% | -2.7% |
| YTD | -19.9% | +95.5% | -115.4% | -30.0% |
| 1Y | -14.5% | +64.4% | -78.9% | -23.5% |
| All | -31.9% | -44.1% | +12.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling