+912.2%
BX vs ET
+715.7%
+196.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.4% | -4.0% |
| 7D | -5.7% | +0.6% | -6.3% | -5.9% |
| 30D | -8.9% | +5.3% | -14.2% | -10.8% |
| 3M | +8.4% | +15.6% | -7.3% | +2.0% |
| 6M | +18.9% | +20.6% | -1.7% | +9.7% |
| YTD | -13.6% | +38.5% | -52.2% | -24.8% |
| 1Y | -22.4% | +35.7% | -58.2% | -32.0% |
| 3Y | +26.0% | +98.4% | -72.3% | -4.4% |
| 5Y | +18.8% | +245.3% | -226.5% | -27.5% |
| 10Y | +668.7% | +173.7% | +495.0% | +354.4% |
| All | +912.2% | +715.7% | +196.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling