+661.1%
BX vs EL
+26.1%
+634.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -5.6% | -6.5% | +0.9% | -2.7% |
| 30D | -12.2% | +11.1% | -23.4% | -16.8% |
| 3M | +7.4% | +10.7% | -3.3% | +1.7% |
| 6M | +22.2% | +6.9% | +15.3% | +16.1% |
| YTD | -14.0% | -6.3% | -7.7% | -14.5% |
| 1Y | -27.3% | +13.5% | -40.8% | -34.6% |
| 3Y | +24.5% | -33.1% | +57.6% | +32.2% |
| 5Y | +18.9% | -68.8% | +87.6% | +99.7% |
| All | +661.1% | +26.1% | +634.9% | +599.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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