+2,397.0%
VRT vs BX
+391.0%
+2,006.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.0% |
| 7D | -7.7% | -8.9% | +1.2% | -2.6% |
| 30D | -12.0% | -14.8% | +2.8% | -3.9% |
| 3M | -11.7% | +6.9% | -18.6% | -15.4% |
| 6M | -8.1% | +16.3% | -24.4% | -17.5% |
| YTD | +53.2% | -16.1% | +69.3% | +64.9% |
| 1Y | +81.7% | -26.8% | +108.4% | +109.9% |
| 3Y | +535.3% | +22.4% | +512.8% | +457.5% |
| 5Y | +916.4% | +16.0% | +900.4% | +779.0% |
| All | +2,397.0% | +391.0% | +2,006.0% | +1,290.2% |
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