+64.4%
VZ vs BX
+655.5%
-591.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.9% |
| 7D | -1.0% | -5.7% | +4.7% | -0.3% |
| 30D | +5.8% | -8.9% | +14.6% | +6.8% |
| 3M | +10.5% | +8.4% | +2.1% | +9.4% |
| 6M | +1.8% | +18.9% | -17.1% | -0.6% |
| YTD | +28.3% | -13.6% | +41.9% | +29.8% |
| 1Y | +22.0% | -22.4% | +44.4% | +24.9% |
| 3Y | +81.8% | +26.0% | +55.8% | +71.0% |
| 5Y | +25.3% | +18.8% | +6.6% | +15.3% |
| 10Y | +64.4% | +668.7% | -604.4% | +17.5% |
| All | +64.4% | +655.5% | -591.1% | +17.5% |
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