+851.5%
BX vs EAT
+878.7%
-27.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.6% | -4.0% | +4.6% | +1.9% |
| 30D | +14.2% | -2.9% | +17.1% | +14.8% |
| 3M | -18.7% | -16.9% | -1.9% | -14.5% |
| 6M | +2.5% | +57.0% | -54.5% | -14.2% |
| YTD | -18.8% | +38.2% | -57.0% | -30.3% |
| 1Y | -10.3% | +69.3% | -79.6% | -28.7% |
| 3Y | +35.4% | +483.0% | -447.6% | -34.2% |
| 5Y | +0.3% | +364.1% | -363.9% | -49.6% |
| 10Y | +668.4% | +320.8% | +347.6% | +206.3% |
| All | +851.5% | +878.7% | -27.1% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling