+18.8%
BX vs EAT
+310.8%
-292.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.4% | -2.6% |
| 7D | -5.7% | -6.8% | +1.1% | -3.6% |
| 30D | -8.9% | -5.4% | -3.5% | -7.8% |
| 3M | +8.4% | +42.8% | -34.4% | -4.6% |
| 6M | +18.9% | +56.5% | -37.6% | 0.0% |
| YTD | -13.6% | +50.0% | -63.7% | -26.7% |
| 1Y | -22.4% | +38.3% | -60.7% | -33.0% |
| 3Y | +26.0% | +591.6% | -565.6% | -45.8% |
| 5Y | +18.8% | +312.6% | -293.8% | -48.4% |
| All | +18.8% | +310.8% | -292.0% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling