+907.8%
BX vs VTV
+407.6%
+500.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +1.4% |
| 7D | -5.6% | -1.1% | -4.5% | -4.1% |
| 30D | -12.2% | -1.0% | -11.2% | -10.8% |
| 3M | +7.4% | +4.6% | +2.7% | +0.9% |
| 6M | +22.2% | +13.5% | +8.7% | +2.5% |
| YTD | -14.0% | +18.5% | -32.5% | -31.9% |
| 1Y | -27.3% | +22.9% | -50.2% | -45.3% |
| 3Y | +24.5% | +67.8% | -43.3% | -37.3% |
| 5Y | +18.9% | +81.8% | -63.0% | -43.5% |
| 10Y | +665.4% | +233.0% | +432.4% | +57.6% |
| All | +907.8% | +407.6% | +500.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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