+907.8%
BX vs VNQ
+193.5%
+714.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +1.9% |
| 7D | -5.6% | -1.3% | -4.3% | -4.6% |
| 30D | -12.2% | -2.6% | -9.6% | -10.4% |
| 3M | +7.4% | -2.0% | +9.4% | +9.0% |
| 6M | +22.2% | +4.3% | +17.8% | +18.2% |
| YTD | -14.0% | +9.2% | -23.2% | -19.7% |
| 1Y | -27.3% | +5.6% | -32.9% | -30.2% |
| 3Y | +24.5% | +30.8% | -6.3% | +2.8% |
| 5Y | +18.9% | +8.0% | +10.9% | +17.1% |
| 10Y | +665.4% | +63.7% | +601.7% | +455.4% |
| All | +907.8% | +193.5% | +714.3% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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