+18.8%
BX vs EIX
+24.3%
-5.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.5% |
| 7D | -5.7% | +4.1% | -9.7% | -7.1% |
| 30D | -8.9% | -15.3% | +6.4% | -5.3% |
| 3M | +8.4% | -18.4% | +26.8% | +13.8% |
| 6M | +18.9% | -16.8% | +35.8% | +23.1% |
| YTD | -13.6% | -0.6% | -13.1% | -19.2% |
| 1Y | -22.4% | +10.7% | -33.1% | -31.6% |
| 3Y | +26.0% | -4.5% | +30.5% | +14.9% |
| 5Y | +18.8% | +24.0% | -5.3% | -7.6% |
| All | +18.8% | +24.3% | -5.5% | -7.6% |
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