+950.6%
BX vs ETR
+338.8%
+611.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.8% |
| 30D | -2.3% | +1.9% | -4.2% | -3.5% |
| 3M | +18.5% | +1.0% | +17.5% | +17.5% |
| 6M | +23.7% | +4.8% | +18.9% | +18.9% |
| YTD | -10.4% | +19.5% | -29.9% | -20.4% |
| 1Y | -19.6% | +28.1% | -47.7% | -31.6% |
| 3Y | +30.8% | +151.1% | -120.4% | -27.8% |
| 5Y | +24.3% | +125.2% | -100.8% | -27.6% |
| 10Y | +679.5% | +291.1% | +388.3% | +200.2% |
| All | +950.6% | +338.8% | +611.9% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling