+661.1%
BX vs VTEB
+17.9%
+643.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.0% |
| 7D | -5.6% | -0.9% | -4.7% | -4.3% |
| 30D | -12.2% | -2.5% | -9.7% | -8.9% |
| 3M | +7.4% | -3.0% | +10.4% | +12.2% |
| 6M | +22.2% | -2.1% | +24.3% | +26.3% |
| YTD | -14.0% | -1.5% | -12.5% | -11.8% |
| 1Y | -27.3% | +0.2% | -27.5% | -27.1% |
| 3Y | +24.5% | +8.6% | +16.0% | +12.2% |
| 5Y | +18.9% | +1.2% | +17.7% | +15.1% |
| All | +661.1% | +17.9% | +643.2% | +694.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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