+25.1%
BX vs BP
+37.6%
-12.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.4% | -4.0% |
| 7D | -5.7% | +4.0% | -9.6% | -6.5% |
| 30D | -8.9% | +7.8% | -16.7% | -10.5% |
| 3M | +8.4% | +8.4% | 0.0% | +6.0% |
| 6M | +18.9% | +15.1% | +3.9% | +12.9% |
| YTD | -13.6% | +36.4% | -50.0% | -23.3% |
| 1Y | -22.4% | +40.9% | -63.3% | -32.3% |
| All | +25.1% | +37.6% | -12.5% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling