-8.5%
BX vs EAT
+109.8%
-118.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | 0.0% | +5.7% |
| 7D | +8.3% | -0.1% | +8.4% | +8.2% |
| 30D | +13.5% | +13.5% | 0.0% | +12.4% |
| 3M | -7.6% | +1.0% | -8.6% | -8.0% |
| 6M | +4.0% | +57.3% | -53.2% | -1.6% |
| YTD | -15.2% | +53.6% | -68.8% | -18.9% |
| 1Y | -8.5% | +110.8% | -119.3% | -8.7% |
| All | -8.5% | +109.8% | -118.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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