+476.5%
V vs BX
+648.5%
-172.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.2% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | +6.3% | +8.8% | -2.5% | +2.9% |
| 3M | +17.2% | -18.3% | +35.4% | +25.4% |
| 6M | +29.2% | -1.5% | +30.8% | +28.3% |
| YTD | +20.8% | -19.9% | +40.7% | +28.0% |
| 1Y | +25.0% | -14.5% | +39.5% | +28.9% |
| 3Y | +75.3% | +32.3% | +43.0% | +45.1% |
| 5Y | +105.8% | -1.1% | +107.0% | +82.2% |
| All | +476.5% | +648.5% | -172.0% | +104.1% |
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