+209.8%
BX vs EOSE
-60.6%
+270.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | -5.6% | +1.8% | -7.4% | -5.8% |
| 30D | -12.2% | -6.8% | -5.4% | -12.0% |
| 3M | +7.4% | -36.3% | +43.7% | +10.2% |
| 6M | +22.2% | -38.8% | +60.9% | +24.2% |
| YTD | -14.0% | -65.5% | +51.5% | -9.9% |
| 1Y | -27.3% | -45.3% | +18.0% | -27.6% |
| 3Y | +24.5% | +44.2% | -19.6% | +4.9% |
| 5Y | +18.9% | -69.5% | +88.4% | -4.1% |
| All | +209.8% | -60.6% | +270.4% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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