-27.3%
BX vs BR
-31.7%
+4.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -3.0% | -2.6% | -4.6% |
| 30D | -12.2% | -0.3% | -11.9% | -12.1% |
| 3M | +7.4% | +17.3% | -9.9% | +2.0% |
| 6M | +22.2% | -6.7% | +28.9% | +23.4% |
| YTD | -14.0% | -23.4% | +9.4% | -2.9% |
| 1Y | -27.3% | -32.7% | +5.4% | -15.4% |
| All | -27.3% | -31.7% | +4.4% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling