+635.8%
BX vs ED
+147.1%
+488.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +0.6% | +2.1% | -1.5% | -0.1% |
| 30D | +14.2% | +10.4% | +3.8% | +10.8% |
| 3M | -18.7% | +12.5% | -31.3% | -21.7% |
| 6M | +2.5% | +14.9% | -12.4% | -2.2% |
| YTD | -18.8% | +24.8% | -43.6% | -25.0% |
| 1Y | -10.3% | +23.8% | -34.1% | -17.0% |
| 3Y | +35.4% | +51.6% | -16.3% | +13.2% |
| 5Y | +0.3% | +86.4% | -86.2% | -22.6% |
| All | +635.8% | +147.1% | +488.7% | +447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling