+0.4%
BX vs ED
+85.1%
-84.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +0.6% | +2.1% | -1.5% | +0.1% |
| 30D | +14.2% | +10.4% | +3.8% | +11.6% |
| 3M | -18.7% | +12.5% | -31.3% | -21.0% |
| 6M | +2.5% | +14.9% | -12.4% | -1.0% |
| YTD | -18.8% | +24.8% | -43.6% | -23.8% |
| 1Y | -10.3% | +23.8% | -34.1% | -15.7% |
| 3Y | +35.4% | +51.6% | -16.3% | +11.7% |
| All | +0.4% | +85.1% | -84.7% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling