+642.7%
BX vs ES
+83.3%
+559.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.0% |
| 7D | -8.9% | -3.5% | -5.4% | -7.5% |
| 30D | -14.8% | -3.0% | -11.8% | -13.7% |
| 3M | +6.9% | -0.3% | +7.2% | +6.8% |
| 6M | +16.3% | -5.2% | +21.4% | +18.4% |
| YTD | -16.1% | +4.8% | -20.9% | -18.4% |
| 1Y | -26.8% | +12.7% | -39.5% | -31.9% |
| 3Y | +22.4% | +27.5% | -5.1% | +5.2% |
| 5Y | +16.0% | -4.7% | +20.7% | +13.7% |
| All | +642.7% | +83.3% | +559.4% | +549.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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