+1,587.7%
BX vs VT
+346.0%
+1,241.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | +1.8% | -2.3% | +4.1% | +5.3% |
| 30D | +7.9% | -5.0% | +12.8% | +15.9% |
| 3M | -9.6% | -4.9% | -4.7% | -2.8% |
| 6M | -2.3% | -1.5% | -0.7% | -0.1% |
| YTD | -19.3% | +8.5% | -27.8% | -28.1% |
| 1Y | -13.2% | +11.4% | -24.6% | -25.6% |
| 3Y | +33.8% | +70.1% | -36.3% | -35.3% |
| 5Y | 0.0% | +53.7% | -53.7% | -40.8% |
| 10Y | +685.4% | +220.0% | +465.4% | +74.8% |
| All | +1,587.7% | +346.0% | +1,241.7% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling