+672.8%
BX vs B
+184.6%
+488.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | -0.4% |
| 7D | +3.7% | +7.1% | -3.5% | +2.7% |
| 30D | +8.2% | -3.3% | +11.6% | +8.6% |
| 3M | -12.7% | -2.5% | -10.1% | -12.5% |
| 6M | +1.0% | -7.2% | +8.2% | +1.4% |
| YTD | -17.2% | -7.4% | -9.9% | -17.3% |
| 1Y | -11.6% | +16.4% | -28.0% | -14.3% |
| 3Y | +36.8% | +178.7% | -142.0% | +16.0% |
| 5Y | +4.8% | +121.7% | -116.9% | -10.5% |
| 10Y | +672.8% | +208.6% | +464.2% | +537.7% |
| All | +672.8% | +184.6% | +488.2% | +537.7% |
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