+625.7%
BX vs B
+218.7%
+407.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.4% |
| 7D | -1.1% | -6.2% | +5.1% | -0.2% |
| 30D | +8.8% | -6.6% | +15.4% | +9.7% |
| 3M | -18.3% | -7.9% | -10.4% | -17.5% |
| 6M | -1.5% | -16.8% | +15.3% | +0.5% |
| YTD | -19.9% | -11.7% | -8.3% | -19.4% |
| 1Y | -14.5% | +3.5% | -18.0% | -15.8% |
| 3Y | +32.3% | +165.7% | -133.4% | +13.0% |
| 5Y | -1.1% | +108.4% | -109.5% | -14.9% |
| All | +625.7% | +218.7% | +407.1% | +494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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