+661.1%
BX vs BR
+189.7%
+471.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -5.6% | -3.0% | -2.6% | -3.7% |
| 30D | -12.2% | -0.3% | -11.9% | -12.1% |
| 3M | +7.4% | +17.3% | -9.9% | -4.5% |
| 6M | +22.2% | -6.7% | +28.9% | +26.5% |
| YTD | -14.0% | -23.4% | +9.4% | +1.5% |
| 1Y | -27.3% | -32.7% | +5.4% | -6.0% |
| 3Y | +24.5% | -5.9% | +30.5% | +26.3% |
| 5Y | +18.9% | +8.4% | +10.4% | +8.0% |
| All | +661.1% | +189.7% | +471.4% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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