+680.0%
BX vs ACWI
+227.3%
+452.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -2.2% |
| 7D | -2.8% | -0.7% | -2.2% | -1.9% |
| 30D | +7.3% | -2.0% | +9.3% | +10.5% |
| 3M | -16.3% | -2.2% | -14.2% | -13.5% |
| 6M | +2.5% | +1.9% | +0.6% | -0.5% |
| YTD | -17.6% | +12.0% | -29.6% | -30.5% |
| 1Y | -12.4% | +12.5% | -24.9% | -26.7% |
| 3Y | +36.2% | +75.4% | -39.2% | -40.1% |
| 5Y | +3.0% | +61.5% | -58.5% | -46.5% |
| 10Y | +680.0% | +227.1% | +452.9% | +43.1% |
| All | +680.0% | +227.3% | +452.7% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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