+642.7%
BX vs EMR
+274.4%
+368.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.0% |
| 7D | -8.9% | -1.2% | -7.7% | -8.1% |
| 30D | -14.8% | -9.4% | -5.4% | -8.9% |
| 3M | +6.9% | +8.6% | -1.7% | +1.0% |
| 6M | +16.3% | +6.7% | +9.6% | +10.2% |
| YTD | -16.1% | +13.1% | -29.1% | -23.9% |
| 1Y | -26.8% | +12.7% | -39.5% | -34.0% |
| 3Y | +22.4% | +58.1% | -35.6% | -13.2% |
| 5Y | +16.0% | +63.6% | -47.6% | -19.5% |
| All | +642.7% | +274.4% | +368.3% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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