+16.0%
BX vs EFV
+94.1%
-78.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.4% |
| 7D | -8.9% | -2.0% | -6.9% | -6.3% |
| 30D | -14.8% | -0.2% | -14.6% | -14.5% |
| 3M | +6.9% | +9.1% | -2.2% | -5.4% |
| 6M | +16.3% | +11.7% | +4.6% | -0.5% |
| YTD | -16.1% | +17.0% | -33.1% | -33.1% |
| 1Y | -26.8% | +26.7% | -53.5% | -48.1% |
| 3Y | +22.4% | +90.2% | -67.7% | -53.1% |
| 5Y | +16.0% | +96.1% | -80.1% | -57.0% |
| All | +16.0% | +94.1% | -78.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling