+18.8%
BX vs BN
+33.2%
-14.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -1.9% |
| 7D | -5.7% | -3.0% | -2.7% | -3.0% |
| 30D | -8.9% | -13.0% | +4.1% | +3.7% |
| 3M | +8.4% | -15.2% | +23.6% | +26.5% |
| 6M | +18.9% | -5.9% | +24.8% | +26.1% |
| YTD | -13.6% | -15.8% | +2.1% | +1.4% |
| 1Y | -22.4% | -12.2% | -10.3% | -12.8% |
| 3Y | +26.0% | +72.2% | -46.2% | -25.5% |
| 5Y | +18.8% | +33.2% | -14.4% | -6.6% |
| All | +18.8% | +33.2% | -14.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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