+967.7%
BX vs EL
+491.7%
+476.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.7% |
| 7D | -4.4% | +0.8% | -5.2% | -4.8% |
| 30D | +0.1% | +19.8% | -19.8% | -9.8% |
| 3M | +16.0% | +25.7% | -9.7% | +1.5% |
| 6M | +21.6% | +5.4% | +16.2% | +14.9% |
| YTD | -8.9% | +0.2% | -9.1% | -13.1% |
| 1Y | -16.6% | +20.4% | -37.1% | -29.1% |
| 3Y | +43.3% | -32.1% | +75.5% | +49.0% |
| 5Y | +25.7% | -67.2% | +92.9% | +105.8% |
| 10Y | +689.5% | +31.7% | +657.7% | +396.1% |
| All | +967.7% | +491.7% | +476.1% | +98.7% |
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 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