+18.8%
BX vs VO
+42.2%
-23.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -2.3% |
| 7D | -5.7% | -0.6% | -5.1% | -4.7% |
| 30D | -8.9% | -1.9% | -7.0% | -5.7% |
| 3M | +8.4% | +3.3% | +5.1% | +2.8% |
| 6M | +18.9% | +9.7% | +9.2% | +1.9% |
| YTD | -13.6% | +12.6% | -26.2% | -28.9% |
| 1Y | -22.4% | +13.6% | -36.1% | -37.2% |
| 3Y | +26.0% | +56.8% | -30.8% | -39.3% |
| 5Y | +18.8% | +42.3% | -23.5% | -28.3% |
| All | +18.8% | +42.2% | -23.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling