+851.5%
BX vs VO
+441.8%
+409.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | +3.1% | -2.5% | -3.6% |
| 30D | +14.2% | +2.2% | +12.0% | +11.0% |
| 3M | -18.7% | -2.5% | -16.2% | -15.6% |
| 6M | +2.5% | +7.0% | -4.5% | -6.0% |
| YTD | -18.8% | +14.0% | -32.8% | -31.4% |
| 1Y | -10.3% | +15.6% | -26.0% | -25.8% |
| 3Y | +35.4% | +66.2% | -30.8% | -29.2% |
| 5Y | +0.3% | +36.6% | -36.4% | -27.7% |
| 10Y | +668.4% | +199.0% | +469.4% | +96.8% |
| All | +851.5% | +441.8% | +409.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling