+21.5%
BX vs EWT
+193.0%
-171.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.4% |
| 7D | -8.9% | -1.1% | -7.8% | -8.3% |
| 30D | -14.8% | +4.8% | -19.6% | -17.2% |
| 3M | +6.9% | +11.1% | -4.2% | -1.2% |
| 6M | +16.3% | +54.6% | -38.3% | -16.6% |
| YTD | -16.1% | +71.4% | -87.5% | -44.4% |
| 1Y | -26.8% | +82.1% | -108.9% | -53.9% |
| All | +21.5% | +193.0% | -171.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling