+18.8%
BX vs VUG
+75.3%
-56.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.1% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -8.9% | -1.7% | -7.2% | -7.0% |
| 3M | +8.4% | +2.8% | +5.6% | +4.4% |
| 6M | +18.9% | +13.6% | +5.3% | +1.3% |
| YTD | -13.6% | +8.1% | -21.7% | -21.6% |
| 1Y | -22.4% | +13.1% | -35.5% | -33.8% |
| 3Y | +26.0% | +87.0% | -60.9% | -43.7% |
| 5Y | +18.8% | +76.0% | -57.2% | -40.7% |
| All | +18.8% | +75.3% | -56.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling