+18.8%
BX vs EW
-29.9%
+48.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.4% |
| 7D | -5.7% | -5.1% | -0.6% | -3.7% |
| 30D | -8.9% | -6.4% | -2.5% | -6.4% |
| 3M | +8.4% | -1.6% | +9.9% | +8.9% |
| 6M | +18.9% | +2.3% | +16.7% | +17.4% |
| YTD | -13.6% | +1.1% | -14.7% | -14.5% |
| 1Y | -22.4% | +8.0% | -30.4% | -25.5% |
| 3Y | +26.0% | +16.3% | +9.7% | +7.4% |
| 5Y | +18.8% | -29.4% | +48.2% | +38.5% |
| All | +18.8% | -29.9% | +48.6% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling