+851.5%
BX vs ECL
+794.8%
+56.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.1% |
| 7D | +0.6% | +2.9% | -2.3% | -1.6% |
| 30D | +14.2% | +7.5% | +6.7% | +8.1% |
| 3M | -18.7% | +12.2% | -31.0% | -25.8% |
| 6M | +2.5% | +24.6% | -22.1% | -14.4% |
| YTD | -18.8% | +18.8% | -37.6% | -30.1% |
| 1Y | -10.3% | +19.3% | -29.6% | -23.3% |
| 3Y | +35.4% | +78.2% | -42.8% | -18.8% |
| 5Y | +0.3% | +38.8% | -38.5% | -26.6% |
| 10Y | +668.4% | +197.8% | +470.5% | +171.1% |
| All | +851.5% | +794.8% | +56.7% | +15.3% |
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