+19.4%
BX vs VIG
+62.2%
-42.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -2.6% |
| 7D | -5.7% | -1.2% | -4.5% | -3.5% |
| 30D | -8.9% | -2.8% | -6.1% | -3.6% |
| 3M | +8.4% | +2.5% | +5.9% | +3.8% |
| 6M | +18.9% | +8.1% | +10.8% | +2.8% |
| YTD | -13.6% | +9.6% | -23.2% | -26.9% |
| 1Y | -22.4% | +14.2% | -36.6% | -39.5% |
| 3Y | +26.0% | +56.1% | -30.1% | -45.4% |
| All | +19.4% | +62.2% | -42.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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