+661.1%
BX vs EIX
+19.9%
+641.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.0% |
| 7D | -5.6% | -1.4% | -4.3% | -5.2% |
| 30D | -12.2% | -19.3% | +7.1% | -7.1% |
| 3M | +7.4% | -21.7% | +29.1% | +14.5% |
| 6M | +22.2% | -19.8% | +42.0% | +28.6% |
| YTD | -14.0% | -3.0% | -11.0% | -17.0% |
| 1Y | -27.3% | +5.1% | -32.4% | -32.3% |
| 3Y | +24.5% | -7.0% | +31.5% | +19.5% |
| 5Y | +18.9% | +22.0% | -3.2% | +2.2% |
| All | +661.1% | +19.9% | +641.2% | +528.3% |
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