+950.6%
BX vs EFA
+138.6%
+812.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | -2.0% | +1.2% | -3.2% | -3.4% |
| 30D | -2.3% | -0.7% | -1.6% | -1.4% |
| 3M | +18.5% | +6.4% | +12.1% | +9.8% |
| 6M | +23.7% | +11.4% | +12.3% | +8.0% |
| YTD | -10.4% | +14.0% | -24.3% | -23.9% |
| 1Y | -19.6% | +20.2% | -39.8% | -36.1% |
| 3Y | +30.8% | +68.2% | -37.4% | -30.1% |
| 5Y | +24.3% | +54.8% | -30.5% | -23.3% |
| 10Y | +679.5% | +142.4% | +537.1% | +190.8% |
| All | +950.6% | +138.6% | +812.0% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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