+668.7%
BX vs B
+200.3%
+468.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | -5.7% | +1.0% | -6.7% | -5.8% |
| 30D | -8.9% | +9.5% | -18.4% | -10.0% |
| 3M | +8.4% | +14.3% | -5.9% | +6.3% |
| 6M | +18.9% | -1.9% | +20.8% | +18.4% |
| YTD | -13.6% | +4.1% | -17.7% | -14.9% |
| 1Y | -22.4% | +56.1% | -78.6% | -27.7% |
| 3Y | +26.0% | +202.0% | -176.0% | +6.6% |
| 5Y | +18.8% | +158.8% | -140.0% | +0.5% |
| 10Y | +668.7% | +211.9% | +456.8% | +533.2% |
| All | +668.7% | +200.3% | +468.5% | +533.2% |
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