+642.7%
BX vs EAT
+379.9%
+262.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -8.9% | -6.2% | -2.7% | -7.4% |
| 30D | -14.8% | -3.0% | -11.8% | -14.5% |
| 3M | +6.9% | +45.6% | -38.7% | -3.6% |
| 6M | +16.3% | +53.5% | -37.3% | +2.3% |
| YTD | -16.1% | +49.6% | -65.7% | -25.9% |
| 1Y | -26.8% | +38.9% | -65.7% | -34.6% |
| 3Y | +22.4% | +589.7% | -567.2% | -30.2% |
| 5Y | +16.0% | +318.7% | -302.6% | -28.4% |
| All | +642.7% | +379.9% | +262.8% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling