+27.3%
BX vs VLTO
+54.8%
-27.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +1.8% | +5.4% | -3.6% | -1.3% |
| 30D | +7.9% | +22.3% | -14.4% | -4.7% |
| 3M | -9.6% | +19.6% | -29.2% | -19.1% |
| 6M | -2.3% | +35.2% | -37.4% | -19.3% |
| YTD | -19.3% | +17.9% | -37.1% | -27.1% |
| 1Y | -13.2% | +19.5% | -32.8% | -22.7% |
| 3Y | +33.8% | +73.9% | -40.1% | -1.0% |
| All | +27.3% | +54.8% | -27.5% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling