+635.8%
BX vs BP
+143.9%
+491.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +0.6% | +3.8% | -3.2% | -0.8% |
| 30D | +14.2% | -5.3% | +19.5% | +16.1% |
| 3M | -18.7% | +9.3% | -28.0% | -22.1% |
| 6M | +2.5% | +7.2% | -4.8% | -1.9% |
| YTD | -18.8% | +38.0% | -56.8% | -30.6% |
| 1Y | -10.3% | +33.2% | -43.5% | -22.3% |
| 3Y | +35.4% | +50.3% | -14.9% | +9.8% |
| 5Y | +0.3% | +114.1% | -113.8% | -31.0% |
| All | +635.8% | +143.9% | +491.9% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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