+907.8%
BX vs VWO
+122.0%
+785.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +22.2% | +8.8% | +13.4% | +12.6% |
| YTD | -14.0% | +12.4% | -26.4% | -23.1% |
| 1Y | -27.3% | +15.6% | -42.9% | -36.7% |
| 3Y | +24.5% | +62.5% | -38.0% | -20.4% |
| 5Y | +18.9% | +34.3% | -15.4% | -7.4% |
| 10Y | +665.4% | +114.8% | +550.6% | +290.0% |
| All | +907.8% | +122.0% | +785.8% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling