+35.4%
BX vs ETR
+155.2%
-119.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +14.2% | +7.0% | +7.2% | +11.8% |
| 3M | -18.7% | +4.6% | -23.3% | -19.9% |
| 6M | +2.5% | +0.1% | +2.3% | +2.2% |
| YTD | -18.8% | +23.2% | -42.0% | -25.2% |
| 1Y | -10.3% | +20.6% | -30.9% | -16.8% |
| 3Y | +35.4% | +156.3% | -120.9% | +0.9% |
| All | +35.4% | +155.2% | -119.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling