+25.1%
BX vs BB
+66.7%
-41.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.4% |
| 7D | -5.7% | +1.8% | -7.5% | -5.9% |
| 30D | -8.9% | -12.2% | +3.3% | -7.1% |
| 3M | +8.4% | -12.3% | +20.7% | +9.0% |
| 6M | +18.9% | +122.7% | -103.8% | -1.5% |
| YTD | -13.6% | +104.5% | -118.1% | -27.2% |
| 1Y | -22.4% | +106.7% | -129.1% | -35.3% |
| All | +25.1% | +66.7% | -41.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling