+29.8%
BX vs ED
+35.3%
-5.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.5% |
| 7D | -2.0% | +0.5% | -2.5% | -1.9% |
| 30D | -2.3% | +1.1% | -3.4% | -2.2% |
| 3M | +18.5% | +4.6% | +13.9% | +18.7% |
| 6M | +23.7% | -2.0% | +25.7% | +23.5% |
| YTD | -10.4% | +11.7% | -22.1% | -10.5% |
| 1Y | -19.6% | +15.7% | -35.3% | -19.7% |
| All | +29.8% | +35.3% | -5.4% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling