+661.1%
BX vs EFX
+42.6%
+618.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -5.6% | -4.5% | -1.1% | -3.2% |
| 30D | -12.2% | -6.1% | -6.1% | -9.4% |
| 3M | +7.4% | +6.2% | +1.2% | +2.5% |
| 6M | +22.2% | -11.2% | +33.4% | +28.0% |
| YTD | -14.0% | -21.4% | +7.4% | -4.5% |
| 1Y | -27.3% | -34.3% | +7.0% | -11.0% |
| 3Y | +24.5% | -12.5% | +37.1% | +24.3% |
| 5Y | +18.9% | -35.6% | +54.4% | +37.9% |
| All | +661.1% | +42.6% | +618.5% | +496.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling