+374.9%
V vs BX
+654.4%
-279.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.0% |
| 7D | -3.0% | -8.9% | +5.9% | +0.2% |
| 30D | +1.2% | -14.8% | +16.0% | +7.0% |
| 3M | +13.9% | +6.9% | +7.0% | +10.5% |
| 6M | +17.2% | +16.3% | +1.0% | +9.3% |
| YTD | +5.3% | -16.1% | +21.4% | +10.1% |
| 1Y | +9.5% | -26.8% | +36.3% | +19.9% |
| 3Y | +51.9% | +22.4% | +29.5% | +30.5% |
| 5Y | +69.6% | +16.0% | +53.6% | +39.1% |
| All | +374.9% | +654.4% | -279.5% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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