+37.4%
BX vs VO
+68.0%
-30.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -2.6% |
| 7D | -2.8% | +0.2% | -3.1% | -3.2% |
| 30D | +7.3% | +2.0% | +5.3% | +3.8% |
| 3M | -16.3% | -0.3% | -16.0% | -15.7% |
| 6M | +2.5% | +7.3% | -4.8% | -8.6% |
| YTD | -17.6% | +15.0% | -32.6% | -34.3% |
| 1Y | -12.4% | +14.7% | -27.1% | -29.9% |
| All | +37.4% | +68.0% | -30.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling