+230.3%
VZ vs BX
+829.1%
-598.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | +0.9% | -2.8% | +3.8% | +1.3% |
| 30D | +8.9% | +7.3% | +1.6% | +7.7% |
| 3M | +0.1% | -16.3% | +16.4% | +2.3% |
| 6M | +1.9% | +2.5% | -0.6% | +1.1% |
| YTD | +22.0% | -17.6% | +39.6% | +24.0% |
| 1Y | +22.1% | -12.4% | +34.5% | +23.0% |
| 3Y | +58.7% | +36.2% | +22.5% | +47.1% |
| 5Y | +22.3% | +3.0% | +19.3% | +14.9% |
| 10Y | +71.6% | +680.0% | -608.4% | +15.2% |
| All | +230.3% | +829.1% | -598.9% | +99.2% |
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 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