+967.7%
BX vs VO
+442.8%
+525.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -4.4% | -0.3% | -4.1% | -4.0% |
| 30D | +0.1% | -0.3% | +0.4% | +0.6% |
| 3M | +16.0% | +2.9% | +13.1% | +11.7% |
| 6M | +21.6% | +9.3% | +12.3% | +7.9% |
| YTD | -8.9% | +14.2% | -23.1% | -23.5% |
| 1Y | -16.6% | +15.3% | -31.9% | -30.8% |
| 3Y | +43.3% | +56.2% | -12.9% | -18.6% |
| 5Y | +25.7% | +42.4% | -16.7% | -14.2% |
| 10Y | +689.5% | +194.7% | +494.8% | +105.1% |
| All | +967.7% | +442.8% | +525.0% | +31.1% |
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