+21.5%
BX vs EFX
-12.7%
+34.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.9% | -11.1% | +2.2% | -4.0% |
| 30D | -14.8% | -7.4% | -7.4% | -11.9% |
| 3M | +6.9% | +1.5% | +5.4% | +5.1% |
| 6M | +16.3% | -13.7% | +30.0% | +23.0% |
| YTD | -16.1% | -21.9% | +5.8% | -7.4% |
| 1Y | -26.8% | -30.8% | +4.0% | -14.6% |
| All | +21.5% | -12.7% | +34.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling