+635.8%
BX vs VSH
+115.4%
+520.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.9% |
| 7D | +0.6% | +14.3% | -13.8% | -4.6% |
| 30D | +14.2% | -7.9% | +22.1% | +14.9% |
| 3M | -18.7% | -19.9% | +1.1% | -15.2% |
| 6M | +2.5% | -30.5% | +33.0% | +4.8% |
| YTD | -18.8% | +85.7% | -104.5% | -49.1% |
| 1Y | -10.3% | +98.9% | -109.2% | -45.8% |
| 3Y | +35.4% | +32.1% | +3.3% | -7.3% |
| 5Y | +0.3% | +39.7% | -39.4% | -33.9% |
| All | +635.8% | +115.4% | +520.4% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling