+950.6%
BX vs VTR
+400.9%
+549.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.0% | -2.4% | +0.4% | -0.9% |
| 30D | -2.3% | -3.7% | +1.4% | -0.9% |
| 3M | +18.5% | +13.5% | +5.0% | +10.9% |
| 6M | +23.7% | +7.2% | +16.5% | +18.4% |
| YTD | -10.4% | +17.6% | -27.9% | -18.1% |
| 1Y | -19.6% | +35.4% | -54.9% | -31.5% |
| 3Y | +30.8% | +132.8% | -102.0% | -14.9% |
| 5Y | +24.3% | +88.7% | -64.3% | -11.2% |
| 10Y | +679.5% | +87.6% | +591.8% | +374.2% |
| All | +950.6% | +400.9% | +549.8% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling