+202.3%
BX vs EOSE
-60.2%
+262.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.0% | -2.5% |
| 7D | -8.9% | +14.0% | -22.9% | -9.9% |
| 30D | -14.8% | -5.9% | -8.9% | -14.7% |
| 3M | +6.9% | -34.3% | +41.2% | +9.4% |
| 6M | +16.3% | -37.8% | +54.0% | +18.1% |
| YTD | -16.1% | -65.2% | +49.1% | -12.1% |
| 1Y | -26.8% | -41.9% | +15.1% | -27.4% |
| 3Y | +22.4% | +44.6% | -22.1% | +3.1% |
| 5Y | +16.0% | -69.2% | +85.2% | -6.5% |
| All | +202.3% | -60.2% | +262.5% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling