+950.6%
BX vs EFX
+375.5%
+575.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | +0.6% |
| 7D | -2.0% | -7.8% | +5.9% | +3.6% |
| 30D | -2.3% | -5.7% | +3.4% | +1.5% |
| 3M | +18.5% | +2.5% | +16.0% | +13.9% |
| 6M | +23.7% | -16.7% | +40.4% | +36.9% |
| YTD | -10.4% | -20.2% | +9.8% | +0.8% |
| 1Y | -19.6% | -31.4% | +11.8% | +0.2% |
| 3Y | +30.8% | -10.5% | +41.3% | +25.1% |
| 5Y | +24.3% | -35.2% | +59.6% | +50.7% |
| 10Y | +679.5% | +40.2% | +639.3% | +339.1% |
| All | +950.6% | +375.5% | +575.1% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling