+654.4%
VRT vs BX
-0.1%
+654.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.5% |
| 7D | +10.5% | +0.6% | +9.9% | +10.1% |
| 30D | -9.3% | +14.2% | -23.6% | -18.2% |
| 3M | -29.6% | -18.7% | -10.9% | -20.6% |
| 6M | -45.4% | +2.5% | -47.8% | -47.9% |
| YTD | +24.8% | -18.8% | +43.6% | +37.2% |
| 1Y | +23.6% | -10.3% | +33.9% | +26.1% |
| 3Y | +379.7% | +35.4% | +344.3% | +266.1% |
| All | +654.4% | -0.1% | +654.5% | +563.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling