+625.7%
BX vs ESI
+321.1%
+304.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | -1.1% | +8.3% | -9.4% | -5.0% |
| 30D | +8.8% | -10.4% | +19.2% | +13.6% |
| 3M | -18.3% | -13.2% | -5.1% | -14.0% |
| 6M | -1.5% | -23.9% | +22.4% | +8.6% |
| YTD | -19.9% | +34.2% | -54.1% | -37.2% |
| 1Y | -14.5% | +22.2% | -36.7% | -29.6% |
| 3Y | +32.3% | +79.2% | -46.9% | -14.0% |
| 5Y | -1.1% | +38.1% | -39.2% | -26.6% |
| All | +625.7% | +321.1% | +304.6% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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