+35.4%
BX vs VSH
+31.2%
+4.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.3% |
| 7D | +0.6% | +14.3% | -13.8% | -2.5% |
| 30D | +14.2% | -7.9% | +22.1% | +14.8% |
| 3M | -18.7% | -19.9% | +1.1% | -16.4% |
| 6M | +2.5% | -30.5% | +33.0% | +3.3% |
| YTD | -18.8% | +85.7% | -104.5% | -44.7% |
| 1Y | -10.3% | +98.9% | -109.2% | -40.7% |
| 3Y | +35.4% | +32.1% | +3.3% | +1.5% |
| All | +35.4% | +31.2% | +4.2% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling