+950.6%
BX vs EWT
+658.2%
+292.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -2.0% | +1.6% | -3.6% | -3.3% |
| 30D | -2.3% | +8.2% | -10.5% | -8.5% |
| 3M | +18.5% | +11.1% | +7.5% | +6.7% |
| 6M | +23.7% | +60.4% | -36.7% | -19.0% |
| YTD | -10.4% | +75.6% | -85.9% | -45.6% |
| 1Y | -19.6% | +91.3% | -110.9% | -54.8% |
| 3Y | +30.8% | +200.3% | -169.5% | -50.2% |
| 5Y | +24.3% | +156.4% | -132.0% | -44.7% |
| 10Y | +679.5% | +495.8% | +183.7% | +74.5% |
| All | +950.6% | +658.2% | +292.4% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling