+553.4%
BX vs VTEB
+25.1%
+528.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -1.9% |
| 7D | -8.9% | -1.2% | -7.7% | -7.4% |
| 30D | -14.8% | -2.9% | -11.9% | -11.4% |
| 3M | +6.9% | -3.2% | +10.1% | +11.6% |
| 6M | +16.3% | -2.6% | +18.9% | +20.7% |
| YTD | -16.1% | -1.8% | -14.2% | -13.8% |
| 1Y | -26.8% | +0.2% | -27.0% | -26.6% |
| 3Y | +22.4% | +8.2% | +14.2% | +12.0% |
| 5Y | +16.0% | +0.8% | +15.2% | +12.8% |
| 10Y | +646.9% | +17.7% | +629.3% | +736.6% |
| All | +553.4% | +25.1% | +528.3% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling