-10.3%
BX vs ED
+24.8%
-35.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.4% |
| 7D | +0.6% | +2.1% | -1.5% | +0.7% |
| 30D | +14.2% | +10.4% | +3.8% | +15.5% |
| 3M | -18.7% | +12.5% | -31.3% | -17.5% |
| 6M | +2.5% | +14.9% | -12.4% | +4.7% |
| YTD | -18.8% | +24.8% | -43.6% | -15.3% |
| 1Y | -10.3% | +23.8% | -34.1% | -6.6% |
| All | -10.3% | +24.8% | -35.1% | -6.6% |
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