+661.1%
BX vs BP
+137.7%
+523.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -5.6% | +5.2% | -10.8% | -7.4% |
| 30D | -12.2% | +8.7% | -20.9% | -15.1% |
| 3M | +7.4% | +9.3% | -1.9% | +3.0% |
| 6M | +22.2% | +13.6% | +8.6% | +14.5% |
| YTD | -14.0% | +37.7% | -51.7% | -25.9% |
| 1Y | -27.3% | +40.6% | -67.9% | -38.1% |
| 3Y | +24.5% | +40.3% | -15.8% | +4.3% |
| 5Y | +18.9% | +141.4% | -122.5% | -21.7% |
| All | +661.1% | +137.7% | +523.3% | +410.8% |
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