+16.0%
BX vs EOG
+172.6%
-156.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -8.9% | +1.0% | -9.9% | -9.2% |
| 30D | -14.8% | +2.8% | -17.6% | -15.6% |
| 3M | +6.9% | +5.9% | +1.0% | +4.5% |
| 6M | +16.3% | +17.1% | -0.8% | +9.0% |
| YTD | -16.1% | +43.9% | -60.0% | -27.0% |
| 1Y | -26.8% | +26.9% | -53.7% | -33.6% |
| 3Y | +22.4% | +23.6% | -1.1% | +10.4% |
| 5Y | +16.0% | +178.1% | -162.1% | -19.2% |
| All | +16.0% | +172.6% | -156.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling