+851.5%
BX vs BN
+567.0%
+284.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.7% |
| 7D | +0.6% | -1.0% | +1.6% | +1.4% |
| 30D | +14.2% | +14.0% | +0.3% | +2.8% |
| 3M | -18.7% | -9.0% | -9.7% | -12.0% |
| 6M | +2.5% | -8.8% | +11.3% | +11.1% |
| YTD | -18.8% | -10.3% | -8.6% | -10.8% |
| 1Y | -10.3% | -5.8% | -4.5% | -5.3% |
| 3Y | +35.4% | +94.8% | -59.4% | -20.5% |
| 5Y | +0.3% | +31.5% | -31.2% | -19.0% |
| 10Y | +668.4% | +291.9% | +376.5% | +145.5% |
| All | +851.5% | +567.0% | +284.6% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling