+950.6%
BX vs VMC
+170.2%
+780.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | -2.0% | -0.5% | -1.4% | -1.7% |
| 30D | -2.3% | -9.1% | +6.8% | +3.1% |
| 3M | +18.5% | -4.1% | +22.7% | +21.0% |
| 6M | +23.7% | -5.5% | +29.3% | +26.9% |
| YTD | -10.4% | -8.9% | -1.4% | -7.0% |
| 1Y | -19.6% | -12.9% | -6.6% | -14.5% |
| 3Y | +30.8% | +22.1% | +8.7% | +14.3% |
| 5Y | +24.3% | +52.7% | -28.4% | -3.1% |
| 10Y | +679.5% | +152.7% | +526.7% | +304.1% |
| All | +950.6% | +170.2% | +780.4% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling