+3.0%
BX vs BP
+108.0%
-105.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -2.8% | -0.8% | -2.1% | -2.6% |
| 30D | +7.3% | -3.1% | +10.5% | +7.9% |
| 3M | -16.3% | +6.2% | -22.5% | -18.7% |
| 6M | +2.5% | +4.8% | -2.3% | -0.7% |
| YTD | -17.6% | +35.2% | -52.7% | -29.1% |
| 1Y | -12.4% | +27.4% | -39.8% | -22.8% |
| 3Y | +36.2% | +49.8% | -13.6% | +9.3% |
| 5Y | +3.0% | +109.4% | -106.4% | -32.5% |
| All | +3.0% | +108.0% | -105.0% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling