+75.7%
VTI vs BX
+25.1%
+50.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.1% |
| 7D | -0.9% | -5.6% | +4.7% | +0.8% |
| 30D | -1.4% | -12.2% | +10.8% | +2.3% |
| 3M | +3.6% | +7.4% | -3.8% | +0.8% |
| 6M | +13.6% | +22.2% | -8.6% | +5.5% |
| YTD | +12.9% | -14.0% | +26.9% | +17.1% |
| 1Y | +17.2% | -27.3% | +44.5% | +28.6% |
| 3Y | +75.7% | +24.5% | +51.1% | +58.2% |
| All | +75.7% | +25.1% | +50.6% | +58.2% |
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 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