-24.6%
BX vs EW
+7.5%
-32.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | -5.7% | -5.1% | -0.6% | -4.2% |
| 30D | -8.9% | -6.4% | -2.5% | -7.1% |
| 3M | +8.4% | -1.6% | +9.9% | +9.0% |
| 6M | +18.9% | +2.3% | +16.7% | +18.0% |
| YTD | -13.6% | +1.1% | -14.7% | -13.8% |
| All | -24.6% | +7.5% | -32.1% | -26.2% |
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