+228.2%
VZ vs BX
+833.1%
-604.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +2.4% | +3.7% | -1.3% | +1.8% |
| 30D | +11.2% | +8.2% | +3.0% | +9.9% |
| 3M | 0.0% | -12.7% | +12.7% | +1.6% |
| 6M | +1.3% | +1.0% | +0.3% | +0.7% |
| YTD | +21.3% | -17.2% | +38.5% | +23.2% |
| 1Y | +23.9% | -11.6% | +35.5% | +24.7% |
| 3Y | +57.7% | +36.8% | +20.9% | +46.1% |
| 5Y | +21.2% | +4.8% | +16.4% | +13.6% |
| 10Y | +70.6% | +672.8% | -602.2% | +14.6% |
| All | +228.2% | +833.1% | -604.9% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling