+18.4%
BX vs VTEB
+1.2%
+17.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +1.6% |
| 7D | -5.6% | -0.9% | -4.7% | -3.5% |
| 30D | -12.2% | -2.5% | -9.7% | -6.7% |
| 3M | +7.4% | -3.0% | +10.4% | +15.5% |
| 6M | +22.2% | -2.1% | +24.3% | +29.1% |
| YTD | -14.0% | -1.5% | -12.5% | -10.4% |
| 1Y | -27.3% | +0.2% | -27.5% | -27.0% |
| 3Y | +24.5% | +8.6% | +16.0% | +1.4% |
| All | +18.4% | +1.2% | +17.2% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling