+18.8%
BX vs VSH
+67.3%
-48.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | -5.7% | +3.5% | -9.2% | -6.8% |
| 30D | -8.9% | -4.4% | -4.5% | -8.0% |
| 3M | +8.4% | -45.8% | +54.2% | +30.3% |
| 6M | +18.9% | +90.1% | -71.2% | -22.6% |
| YTD | -13.6% | +120.3% | -134.0% | -48.4% |
| 1Y | -22.4% | +112.2% | -134.7% | -53.5% |
| 3Y | +26.0% | +36.6% | -10.6% | -8.1% |
| 5Y | +18.8% | +67.0% | -48.2% | -30.7% |
| All | +18.8% | +67.3% | -48.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling