+1,003.0%
BE vs BX
+389.1%
+613.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +4.7% |
| 7D | +9.0% | -5.6% | +14.7% | +14.0% |
| 30D | +16.3% | -12.2% | +28.5% | +28.0% |
| 3M | +10.8% | +7.4% | +3.4% | +1.7% |
| 6M | +73.2% | +22.2% | +51.0% | +41.8% |
| YTD | +217.4% | -14.0% | +231.4% | +243.6% |
| 1Y | +309.8% | -27.3% | +337.1% | +405.9% |
| 3Y | +1,726.2% | +24.5% | +1,701.6% | +1,330.4% |
| 5Y | +1,306.2% | +18.9% | +1,287.3% | +992.5% |
| All | +1,003.0% | +389.1% | +613.9% | +206.1% |
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