+661.1%
BX vs VTR
+99.2%
+561.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -12.2% | +1.1% | -13.3% | -12.6% |
| 3M | +7.4% | +7.9% | -0.5% | +3.8% |
| 6M | +22.2% | +6.2% | +16.0% | +18.4% |
| YTD | -14.0% | +17.7% | -31.7% | -20.0% |
| 1Y | -27.3% | +32.9% | -60.2% | -35.6% |
| 3Y | +24.5% | +129.7% | -105.1% | -11.2% |
| 5Y | +18.9% | +89.3% | -70.4% | -9.5% |
| All | +661.1% | +99.2% | +561.9% | +391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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