+815.7%
BX vs ESI
+224.6%
+591.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -2.3% |
| 7D | -4.4% | +3.3% | -7.7% | -5.7% |
| 30D | +0.1% | -5.9% | +6.0% | +2.3% |
| 3M | +16.0% | -14.1% | +30.1% | +21.6% |
| 6M | +21.6% | +6.6% | +15.0% | +14.6% |
| YTD | -8.9% | +45.0% | -53.9% | -25.1% |
| 1Y | -16.6% | +41.5% | -58.1% | -31.1% |
| 3Y | +43.3% | +78.8% | -35.4% | +6.6% |
| 5Y | +25.7% | +70.9% | -45.2% | -4.0% |
| 10Y | +689.5% | +317.1% | +372.4% | +328.0% |
| All | +815.7% | +224.6% | +591.1% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling