+24.3%
BX vs ESI
+77.4%
-53.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -2.0% | +5.4% | -7.4% | -5.1% |
| 30D | -2.3% | -4.2% | +1.9% | -0.2% |
| 3M | +18.5% | -9.6% | +28.1% | +22.3% |
| 6M | +23.7% | +18.3% | +5.4% | +2.7% |
| YTD | -10.4% | +45.8% | -56.2% | -37.1% |
| 1Y | -19.6% | +39.2% | -58.7% | -42.3% |
| 3Y | +30.8% | +86.3% | -55.5% | -29.9% |
| 5Y | +24.3% | +76.2% | -51.9% | -30.3% |
| All | +24.3% | +77.4% | -53.1% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling