-8.5%
BX vs EW
+19.7%
-28.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.9% | +4.6% |
| 7D | +8.3% | +8.3% | 0.0% | +5.3% |
| 30D | +13.5% | +13.9% | -0.4% | +8.6% |
| 3M | -7.6% | +10.9% | -18.5% | -10.7% |
| 6M | +4.0% | +19.2% | -15.2% | -1.7% |
| YTD | -15.2% | +16.6% | -31.7% | -18.6% |
| 1Y | -8.5% | +18.1% | -26.6% | -12.5% |
| All | -8.5% | +19.7% | -28.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling