+661.1%
BX vs EW
+120.5%
+540.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.2% | +3.6% |
| 7D | -5.6% | -6.2% | +0.5% | -3.1% |
| 30D | -12.2% | -9.3% | -2.9% | -8.6% |
| 3M | +7.4% | -1.6% | +9.0% | +7.8% |
| 6M | +22.2% | -0.8% | +23.0% | +22.0% |
| YTD | -14.0% | -1.0% | -13.0% | -14.3% |
| 1Y | -27.3% | +8.2% | -35.4% | -30.4% |
| 3Y | +24.5% | +12.7% | +11.9% | +9.4% |
| 5Y | +18.9% | -30.2% | +49.1% | +29.2% |
| All | +661.1% | +120.5% | +540.6% | +448.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling