+967.7%
BX vs ECL
+705.9%
+261.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | -2.6% | -1.8% | -2.3% |
| 30D | +0.1% | -2.2% | +2.3% | +1.8% |
| 3M | +16.0% | +10.1% | +5.9% | +7.0% |
| 6M | +21.6% | -5.7% | +27.4% | +26.2% |
| YTD | -8.9% | +7.0% | -15.9% | -14.8% |
| 1Y | -16.6% | +2.7% | -19.3% | -20.0% |
| 3Y | +43.3% | +57.7% | -14.4% | -5.4% |
| 5Y | +25.7% | +31.1% | -5.4% | -4.0% |
| 10Y | +689.5% | +150.9% | +538.6% | +221.0% |
| All | +967.7% | +705.9% | +261.8% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling