+18.8%
BX vs BB
-25.5%
+44.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.3% |
| 7D | -5.7% | +1.8% | -7.5% | -6.1% |
| 30D | -8.9% | -12.2% | +3.3% | -6.1% |
| 3M | +8.4% | -12.3% | +20.7% | +9.5% |
| 6M | +18.9% | +122.7% | -103.8% | -9.6% |
| YTD | -13.6% | +104.5% | -118.1% | -32.7% |
| 1Y | -22.4% | +106.7% | -129.1% | -40.5% |
| 3Y | +26.0% | +70.0% | -43.9% | -5.4% |
| 5Y | +18.8% | -27.8% | +46.6% | +14.3% |
| All | +18.8% | -25.5% | +44.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling