+967.7%
BX vs VIG
+524.1%
+443.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.4% |
| 7D | -4.4% | -0.4% | -4.0% | -3.7% |
| 30D | +0.1% | -1.0% | +1.1% | +1.7% |
| 3M | +16.0% | +2.8% | +13.3% | +11.5% |
| 6M | +21.6% | +8.2% | +13.4% | +7.9% |
| YTD | -8.9% | +11.0% | -19.9% | -22.1% |
| 1Y | -16.6% | +16.1% | -32.8% | -33.6% |
| 3Y | +43.3% | +56.2% | -12.8% | -25.8% |
| 5Y | +25.7% | +63.0% | -37.3% | -35.5% |
| 10Y | +689.5% | +241.4% | +448.1% | +28.1% |
| All | +967.7% | +524.1% | +443.6% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling