+3.0%
BX vs EIX
+16.9%
-14.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | +7.3% | +7.7% | -0.4% | +4.5% |
| 3M | -16.3% | -12.9% | -3.5% | -13.7% |
| 6M | +2.5% | -12.7% | +15.2% | +4.8% |
| YTD | -17.6% | +5.5% | -23.0% | -24.6% |
| 1Y | -12.4% | +9.4% | -21.7% | -21.5% |
| 3Y | +36.2% | +9.7% | +26.5% | +14.9% |
| 5Y | +3.0% | +16.9% | -13.9% | -19.5% |
| All | +3.0% | +16.9% | -14.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling