+912.2%
BX vs BR
+1,176.0%
-263.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.4% |
| 7D | -5.7% | -5.0% | -0.7% | -2.1% |
| 30D | -8.9% | -2.5% | -6.4% | -7.4% |
| 3M | +8.4% | +13.5% | -5.1% | -2.1% |
| 6M | +18.9% | -9.4% | +28.3% | +25.8% |
| YTD | -13.6% | -23.3% | +9.6% | +2.2% |
| 1Y | -22.4% | -31.6% | +9.2% | -0.2% |
| 3Y | +26.0% | -5.1% | +31.1% | +26.5% |
| 5Y | +18.8% | +8.2% | +10.6% | +8.1% |
| 10Y | +668.7% | +189.8% | +478.9% | +218.6% |
| All | +912.2% | +1,176.0% | -263.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling