+18.4%
BX vs EWT
+149.5%
-131.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.0% |
| 7D | -5.6% | -1.1% | -4.5% | -4.7% |
| 30D | -12.2% | +4.5% | -16.7% | -15.4% |
| 3M | +7.4% | +8.3% | -0.9% | -1.4% |
| 6M | +22.2% | +54.2% | -32.1% | -21.1% |
| YTD | -14.0% | +74.6% | -88.6% | -51.1% |
| 1Y | -27.3% | +84.9% | -112.2% | -61.3% |
| 3Y | +24.5% | +197.5% | -173.0% | -63.7% |
| All | +18.4% | +149.5% | -131.0% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling