+846.1%
BX vs ES
+391.3%
+454.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.4% |
| 7D | +1.8% | +1.9% | -0.1% | +0.7% |
| 30D | +7.9% | +7.1% | +0.8% | +3.7% |
| 3M | -9.6% | -1.9% | -7.7% | -8.8% |
| 6M | -2.3% | +4.4% | -6.6% | -5.1% |
| YTD | -19.3% | +7.3% | -26.6% | -23.5% |
| 1Y | -13.2% | +2.1% | -15.4% | -16.2% |
| 3Y | +33.8% | +41.8% | -8.1% | +2.3% |
| 5Y | 0.0% | +1.4% | -1.4% | -7.1% |
| 10Y | +685.4% | +86.8% | +598.6% | +335.9% |
| All | +846.1% | +391.3% | +454.8% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling