+851.5%
BX vs EIX
+126.8%
+724.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | +14.2% | +8.5% | +5.7% | +9.6% |
| 3M | -18.7% | -13.5% | -5.3% | -15.3% |
| 6M | +2.5% | -12.4% | +14.8% | +5.2% |
| YTD | -18.8% | +5.9% | -24.7% | -25.9% |
| 1Y | -10.3% | +7.6% | -17.9% | -19.1% |
| 3Y | +35.4% | +12.8% | +22.6% | +14.8% |
| 5Y | +0.3% | +19.2% | -19.0% | -18.4% |
| 10Y | +668.4% | +34.9% | +633.5% | +408.4% |
| All | +851.5% | +126.8% | +724.8% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling