+851.5%
BX vs EL
+536.6%
+314.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +0.6% | +1.5% | -1.0% | -0.2% |
| 30D | +14.2% | +10.0% | +4.2% | +8.6% |
| 3M | -18.7% | +28.4% | -47.2% | -29.6% |
| 6M | +2.5% | +37.1% | -34.6% | -15.2% |
| YTD | -18.8% | +7.8% | -26.6% | -25.7% |
| 1Y | -10.3% | +26.0% | -36.4% | -25.0% |
| 3Y | +35.4% | +3.8% | +31.6% | +10.8% |
| 5Y | +0.3% | -65.2% | +65.4% | +59.0% |
| 10Y | +668.4% | +62.1% | +606.2% | +324.9% |
| All | +851.5% | +536.6% | +314.9% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling