+73.3%
VZ vs BX
+648.5%
-575.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | +6.9% | +8.8% | -1.9% | +5.8% |
| 3M | +0.6% | -18.3% | +18.9% | +2.8% |
| 6M | +0.3% | -1.5% | +1.8% | +0.1% |
| YTD | +21.9% | -19.9% | +41.8% | +24.2% |
| 1Y | +21.7% | -14.5% | +36.2% | +22.9% |
| 3Y | +58.5% | +32.3% | +26.2% | +47.4% |
| 5Y | +22.4% | -1.1% | +23.6% | +15.9% |
| All | +73.3% | +648.5% | -575.2% | +18.5% |
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