-22.4%
BX vs ECL
+0.5%
-22.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -2.8% |
| 7D | -5.7% | -2.7% | -2.9% | -4.6% |
| 30D | -8.9% | -4.3% | -4.6% | -7.3% |
| 3M | +8.4% | +3.2% | +5.2% | +7.2% |
| 6M | +18.9% | -2.9% | +21.8% | +19.5% |
| YTD | -13.6% | +4.3% | -17.9% | -15.2% |
| 1Y | -22.4% | +1.6% | -24.1% | -23.4% |
| All | -22.4% | +0.5% | -22.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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