+967.7%
BX vs ES
+394.0%
+573.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | +0.1% | -2.0% | +2.0% | +1.1% |
| 3M | +16.0% | +1.7% | +14.3% | +14.5% |
| 6M | +21.6% | -3.5% | +25.2% | +23.2% |
| YTD | -8.9% | +7.9% | -16.8% | -13.9% |
| 1Y | -16.6% | +17.2% | -33.8% | -26.1% |
| 3Y | +43.3% | +29.3% | +14.0% | +15.6% |
| 5Y | +25.7% | -5.7% | +31.4% | +22.1% |
| 10Y | +689.5% | +85.2% | +604.3% | +340.8% |
| All | +967.7% | +394.0% | +573.7% | +135.7% |
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