+967.7%
BX vs ED
+414.7%
+553.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +0.1% | -0.1% | +0.2% | 0.0% |
| 3M | +16.0% | +3.9% | +12.1% | +13.2% |
| 6M | +21.6% | -3.0% | +24.7% | +22.6% |
| YTD | -8.9% | +10.7% | -19.6% | -14.8% |
| 1Y | -16.6% | +13.3% | -30.0% | -23.3% |
| 3Y | +43.3% | +34.5% | +8.8% | +15.3% |
| 5Y | +25.7% | +67.1% | -41.4% | -12.4% |
| 10Y | +689.5% | +103.0% | +586.5% | +336.7% |
| All | +967.7% | +414.7% | +553.0% | +109.9% |
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