+967.7%
BX vs EIX
+110.5%
+857.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -4.4% | -19.1% | +14.7% | +3.7% |
| 30D | +0.1% | -16.9% | +17.0% | +6.6% |
| 3M | +16.0% | -20.0% | +36.0% | +25.2% |
| 6M | +21.6% | -21.3% | +42.9% | +31.8% |
| YTD | -8.9% | -1.7% | -7.2% | -13.6% |
| 1Y | -16.6% | +9.6% | -26.2% | -25.9% |
| 3Y | +43.3% | -3.7% | +47.0% | +32.7% |
| 5Y | +25.7% | +22.6% | +3.1% | 0.0% |
| 10Y | +689.5% | +17.7% | +671.8% | +467.8% |
| All | +967.7% | +110.5% | +857.2% | +289.5% |
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 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