-10.3%
BX vs EW
+25.9%
-36.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | +0.6% | +4.9% | -4.3% | -1.2% |
| 30D | +14.2% | +23.9% | -9.7% | +5.8% |
| 3M | -18.7% | +15.8% | -34.5% | -23.0% |
| 6M | +2.5% | +31.7% | -29.2% | -6.7% |
| YTD | -18.8% | +25.7% | -44.5% | -24.1% |
| 1Y | -10.3% | +24.4% | -34.7% | -15.8% |
| All | -10.3% | +25.9% | -36.2% | -15.8% |
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