-27.3%
BX vs ESI
+34.2%
-61.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -5.6% | -4.6% | -1.0% | -4.5% |
| 30D | -12.2% | -10.5% | -1.7% | -10.0% |
| 3M | +7.4% | -19.8% | +27.2% | +12.1% |
| 6M | +22.2% | +5.8% | +16.4% | +14.5% |
| YTD | -14.0% | +38.3% | -52.3% | -27.6% |
| 1Y | -27.3% | +31.5% | -58.8% | -38.4% |
| All | -27.3% | +34.2% | -61.5% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling