+950.6%
BX vs EFV
+126.2%
+824.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.8% |
| 7D | -2.0% | +1.0% | -2.9% | -3.1% |
| 30D | -2.3% | +0.2% | -2.5% | -2.5% |
| 3M | +18.5% | +9.6% | +8.9% | +6.5% |
| 6M | +23.7% | +14.0% | +9.7% | +6.1% |
| YTD | -10.4% | +18.5% | -28.8% | -26.5% |
| 1Y | -19.6% | +27.9% | -47.5% | -39.8% |
| 3Y | +30.8% | +92.4% | -61.6% | -38.6% |
| 5Y | +24.3% | +97.2% | -72.8% | -41.4% |
| 10Y | +679.5% | +163.0% | +516.5% | +164.5% |
| All | +950.6% | +126.2% | +824.4% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling