+883.5%
BX vs VTRS
+9.5%
+874.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -8.9% | -3.3% | -5.6% | -7.6% |
| 30D | -14.8% | +1.4% | -16.2% | -15.3% |
| 3M | +6.9% | +4.6% | +2.3% | +4.4% |
| 6M | +16.3% | +18.1% | -1.8% | +7.3% |
| YTD | -16.1% | +34.7% | -50.8% | -27.2% |
| 1Y | -26.8% | +65.6% | -92.4% | -42.3% |
| 3Y | +22.4% | +83.8% | -61.3% | -11.1% |
| 5Y | +16.0% | +46.5% | -30.5% | -9.5% |
| 10Y | +646.9% | -48.6% | +695.5% | +687.2% |
| All | +883.5% | +9.5% | +874.0% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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