+661.1%
BX vs EOG
+121.1%
+540.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -5.6% | +1.5% | -7.1% | -6.0% |
| 30D | -12.2% | +2.9% | -15.2% | -13.1% |
| 3M | +7.4% | +8.7% | -1.3% | +4.1% |
| 6M | +22.2% | +12.9% | +9.3% | +16.2% |
| YTD | -14.0% | +43.8% | -57.8% | -24.4% |
| 1Y | -27.3% | +27.1% | -54.4% | -33.7% |
| 3Y | +24.5% | +25.9% | -1.3% | +12.9% |
| 5Y | +18.9% | +177.9% | -159.1% | -16.7% |
| All | +661.1% | +121.1% | +540.0% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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