+851.5%
BX vs VUG
+882.9%
-31.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.6% |
| 7D | +0.6% | +2.5% | -1.9% | -2.6% |
| 30D | +14.2% | -6.3% | +20.5% | +23.3% |
| 3M | -18.7% | -6.0% | -12.7% | -12.6% |
| 6M | +2.5% | -3.5% | +6.0% | +5.9% |
| YTD | -18.8% | +3.9% | -22.7% | -23.9% |
| 1Y | -10.3% | +5.1% | -15.4% | -17.3% |
| 3Y | +35.4% | +77.9% | -42.5% | -38.5% |
| 5Y | +0.3% | +62.4% | -62.1% | -47.2% |
| 10Y | +668.4% | +399.4% | +269.0% | -19.1% |
| All | +851.5% | +882.9% | -31.3% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling