+661.1%
BX vs ETR
+296.9%
+364.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -5.6% | -1.8% | -3.8% | -4.8% |
| 30D | -12.2% | -1.8% | -10.5% | -11.6% |
| 3M | +7.4% | -3.6% | +11.0% | +9.0% |
| 6M | +22.2% | +2.6% | +19.5% | +19.6% |
| YTD | -14.0% | +16.0% | -30.0% | -20.9% |
| 1Y | -27.3% | +20.1% | -47.4% | -34.4% |
| 3Y | +24.5% | +143.6% | -119.0% | -22.3% |
| 5Y | +18.9% | +124.4% | -105.5% | -23.2% |
| All | +661.1% | +296.9% | +364.2% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling