+967.7%
BX vs VSH
+194.2%
+773.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -3.1% |
| 7D | -4.4% | +4.1% | -8.4% | -6.1% |
| 30D | +0.1% | -4.2% | +4.2% | +1.0% |
| 3M | +16.0% | -50.0% | +66.0% | +49.4% |
| 6M | +21.6% | +80.2% | -58.6% | -18.8% |
| YTD | -8.9% | +121.1% | -130.0% | -45.5% |
| 1Y | -16.6% | +112.0% | -128.6% | -49.9% |
| 3Y | +43.3% | +22.5% | +20.8% | +5.9% |
| 5Y | +25.7% | +64.0% | -38.4% | -20.1% |
| 10Y | +689.5% | +170.4% | +519.1% | +252.7% |
| All | +967.7% | +194.2% | +773.5% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling