+911.5%
BE vs BX
+418.2%
+493.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +8.2% |
| 7D | +20.0% | -4.4% | +24.4% | +23.9% |
| 30D | +7.9% | +0.1% | +7.8% | +6.7% |
| 3M | -13.2% | +16.0% | -29.2% | -24.8% |
| 6M | +53.5% | +21.6% | +31.8% | +26.8% |
| YTD | +191.0% | -8.9% | +199.9% | +201.3% |
| 1Y | +360.5% | -16.6% | +377.1% | +410.2% |
| 3Y | +1,568.0% | +43.3% | +1,524.7% | +1,064.8% |
| 5Y | +1,055.2% | +25.7% | +1,029.5% | +759.2% |
| All | +911.5% | +418.2% | +493.3% | +168.4% |
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