+0.4%
BX vs EFX
-30.1%
+30.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | +14.2% | +25.1% | -10.9% | -0.5% |
| 3M | -18.7% | +1.7% | -20.4% | -20.2% |
| 6M | +2.5% | +18.4% | -15.9% | -9.9% |
| YTD | -18.8% | -12.5% | -6.3% | -14.7% |
| 1Y | -10.3% | -8.1% | -2.2% | -9.0% |
| 3Y | +35.4% | +4.8% | +30.6% | +13.1% |
| All | +0.4% | -30.1% | +30.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling