+635.8%
BX vs EIX
+35.3%
+600.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | +14.2% | +8.5% | +5.7% | +11.0% |
| 3M | -18.7% | -13.5% | -5.3% | -16.0% |
| 6M | +2.5% | -12.4% | +14.8% | +4.7% |
| YTD | -18.8% | +5.9% | -24.7% | -24.1% |
| 1Y | -10.3% | +7.6% | -17.9% | -16.8% |
| 3Y | +35.4% | +12.8% | +22.6% | +20.3% |
| 5Y | +0.3% | +19.2% | -19.0% | -13.0% |
| All | +635.8% | +35.3% | +600.5% | +483.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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