+24.5%
BX vs EFV
+90.2%
-65.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.2% |
| 7D | -5.6% | -0.8% | -4.8% | -4.6% |
| 30D | -12.2% | +0.6% | -12.9% | -12.8% |
| 3M | +7.4% | +7.5% | -0.1% | -1.5% |
| 6M | +22.2% | +13.0% | +9.1% | +5.5% |
| YTD | -14.0% | +18.3% | -32.3% | -30.2% |
| 1Y | -27.3% | +26.7% | -54.0% | -46.0% |
| 3Y | +24.5% | +89.6% | -65.0% | -47.8% |
| All | +24.5% | +90.2% | -65.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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