+18.4%
BX vs ET
+241.8%
-223.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -5.6% | +0.2% | -5.8% | -5.8% |
| 30D | -12.2% | +2.9% | -15.1% | -13.8% |
| 3M | +7.4% | +16.8% | -9.4% | -2.7% |
| 6M | +22.2% | +18.9% | +3.3% | +8.8% |
| YTD | -14.0% | +37.7% | -51.7% | -30.7% |
| 1Y | -27.3% | +32.4% | -59.7% | -40.0% |
| 3Y | +24.5% | +99.5% | -74.9% | -20.1% |
| All | +18.4% | +241.8% | -223.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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