+30.8%
BX vs ECL
+58.2%
-27.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.6% |
| 30D | -2.3% | -2.5% | +0.2% | -1.1% |
| 3M | +18.5% | +8.3% | +10.2% | +13.6% |
| 6M | +23.7% | -1.1% | +24.8% | +24.0% |
| YTD | -10.4% | +6.5% | -16.9% | -13.9% |
| 1Y | -19.6% | +2.1% | -21.6% | -21.2% |
| 3Y | +30.8% | +57.6% | -26.8% | -0.5% |
| All | +30.8% | +58.2% | -27.4% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling