+642.7%
BX vs VUG
+419.9%
+222.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -8.9% | -1.9% | -7.0% | -6.9% |
| 30D | -14.8% | -1.6% | -13.2% | -13.2% |
| 3M | +6.9% | +4.4% | +2.5% | +1.5% |
| 6M | +16.3% | +13.2% | +3.1% | +0.3% |
| YTD | -16.1% | +7.5% | -23.6% | -23.0% |
| 1Y | -26.8% | +12.5% | -39.3% | -36.5% |
| 3Y | +22.4% | +86.0% | -63.5% | -40.7% |
| 5Y | +16.0% | +76.5% | -60.5% | -39.0% |
| All | +642.7% | +419.9% | +222.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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