+672.8%
BX vs VT
+217.6%
+455.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +3.7% | -0.1% | +3.8% | +4.0% |
| 30D | +8.2% | -3.1% | +11.3% | +13.3% |
| 3M | -12.7% | -3.5% | -9.2% | -7.8% |
| 6M | +1.0% | +0.5% | +0.5% | +0.1% |
| YTD | -17.2% | +10.8% | -28.0% | -29.0% |
| 1Y | -11.6% | +11.9% | -23.5% | -25.4% |
| 3Y | +36.8% | +73.0% | -36.2% | -38.3% |
| 5Y | +4.8% | +58.6% | -53.8% | -43.8% |
| 10Y | +672.8% | +219.2% | +453.6% | +47.4% |
| All | +672.8% | +217.6% | +455.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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