+2,926.4%
V vs BX
+2,359.7%
+566.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -1.7% | -4.4% | +2.7% | -0.4% |
| 30D | +2.0% | +0.1% | +1.9% | +1.8% |
| 3M | +17.4% | +16.0% | +1.3% | +11.6% |
| 6M | +17.5% | +21.6% | -4.1% | +9.4% |
| YTD | +7.6% | -8.9% | +16.5% | +8.9% |
| 1Y | +7.7% | -16.6% | +24.3% | +11.6% |
| 3Y | +54.7% | +43.3% | +11.3% | +31.4% |
| 5Y | +73.0% | +25.7% | +47.4% | +46.3% |
| 10Y | +390.9% | +689.5% | -298.6% | +134.5% |
| All | +2,926.4% | +2,359.7% | +566.7% | +829.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling