-8.5%
BX vs ED
+27.1%
-35.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.3% | +6.3% |
| 7D | +8.3% | +5.4% | +2.9% | +8.7% |
| 30D | +13.5% | +16.4% | -2.8% | +16.5% |
| 3M | -7.6% | +11.9% | -19.5% | -6.3% |
| 6M | +4.0% | +11.6% | -7.5% | +5.1% |
| YTD | -15.2% | +24.1% | -39.3% | -11.7% |
| 1Y | -8.5% | +26.9% | -35.3% | -3.9% |
| All | -8.5% | +27.1% | -35.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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