+24.5%
BX vs VWO
+62.9%
-38.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.8% |
| 7D | -5.6% | -1.8% | -3.8% | -4.0% |
| 30D | -12.2% | -0.1% | -12.1% | -12.1% |
| 3M | +7.4% | +2.2% | +5.2% | +4.9% |
| 6M | +22.2% | +8.8% | +13.4% | +12.2% |
| YTD | -14.0% | +12.4% | -26.4% | -23.6% |
| 1Y | -27.3% | +15.6% | -42.9% | -37.4% |
| 3Y | +24.5% | +62.5% | -38.0% | -30.6% |
| All | +24.5% | +62.9% | -38.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling