+52.0%
V vs BX
+25.6%
+26.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.5% |
| 7D | -2.9% | -5.7% | +2.8% | -1.6% |
| 30D | +1.9% | -8.9% | +10.8% | +3.9% |
| 3M | +13.2% | +8.4% | +4.8% | +10.8% |
| 6M | +16.7% | +18.9% | -2.2% | +11.2% |
| YTD | +5.4% | -13.6% | +19.0% | +8.1% |
| 1Y | +7.7% | -22.4% | +30.1% | +13.2% |
| All | +52.0% | +25.6% | +26.4% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling