+967.7%
BX vs EW
+2,091.3%
-1,123.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | +0.1% | +1.0% | -1.0% | -0.3% |
| 3M | +16.0% | +2.8% | +13.2% | +14.5% |
| 6M | +21.6% | +5.5% | +16.1% | +18.5% |
| YTD | -8.9% | +5.5% | -14.4% | -11.4% |
| 1Y | -16.6% | +11.0% | -27.7% | -20.9% |
| 3Y | +43.3% | +17.7% | +25.6% | +25.5% |
| 5Y | +25.7% | -25.7% | +51.4% | +32.3% |
| 10Y | +689.5% | +132.8% | +556.7% | +416.0% |
| All | +967.7% | +2,091.3% | -1,123.6% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling