+851.5%
BX vs ED
+480.5%
+371.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | +0.6% | +2.1% | -1.5% | -0.5% |
| 30D | +14.2% | +10.4% | +3.8% | +8.6% |
| 3M | -18.7% | +12.5% | -31.3% | -23.6% |
| 6M | +2.5% | +14.9% | -12.4% | -5.1% |
| YTD | -18.8% | +24.8% | -43.6% | -28.6% |
| 1Y | -10.3% | +23.8% | -34.1% | -21.0% |
| 3Y | +35.4% | +51.6% | -16.3% | +2.6% |
| 5Y | +0.3% | +86.4% | -86.2% | -33.7% |
| 10Y | +668.4% | +145.4% | +522.9% | +279.2% |
| All | +851.5% | +480.5% | +371.1% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling