-27.3%
BX vs VMC
-14.0%
-13.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -5.6% | -3.8% | -1.8% | -4.2% |
| 30D | -12.2% | -9.7% | -2.5% | -8.7% |
| 3M | +7.4% | -9.6% | +17.0% | +11.3% |
| 6M | +22.2% | -4.8% | +27.0% | +24.5% |
| YTD | -14.0% | -10.9% | -3.1% | -14.0% |
| 1Y | -27.3% | -15.6% | -11.7% | -25.2% |
| All | -27.3% | -14.0% | -13.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling