+26.3%
BX vs VLTO
+55.4%
-29.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | +8.8% | +18.7% | -9.9% | -2.0% |
| 3M | -18.3% | +21.7% | -40.0% | -27.5% |
| 6M | -1.5% | +35.8% | -37.4% | -18.9% |
| YTD | -19.9% | +18.3% | -38.2% | -27.9% |
| 1Y | -14.5% | +20.9% | -35.4% | -24.4% |
| 3Y | +32.3% | +68.8% | -36.5% | -0.8% |
| All | +26.3% | +55.4% | -29.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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