+661.1%
BX vs BNY
+416.3%
+244.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -1.3% | -4.3% | -4.7% |
| 30D | -12.2% | -0.2% | -12.1% | -12.3% |
| 3M | +7.4% | +14.9% | -7.5% | -3.1% |
| 6M | +22.2% | +40.0% | -17.8% | -4.2% |
| YTD | -14.0% | +42.0% | -56.0% | -33.4% |
| 1Y | -27.3% | +56.9% | -84.1% | -47.6% |
| 3Y | +24.5% | +289.9% | -265.3% | -51.6% |
| 5Y | +18.9% | +259.2% | -240.3% | -51.7% |
| All | +661.1% | +416.3% | +244.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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