+851.5%
BX vs EWT
+562.0%
+289.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.6% | +9.1% | -8.5% | -6.4% |
| 30D | +14.2% | -12.2% | +26.5% | +24.2% |
| 3M | -18.7% | -9.4% | -9.3% | -14.2% |
| 6M | +2.5% | +2.7% | -0.2% | -4.8% |
| YTD | -18.8% | +53.3% | -72.1% | -46.4% |
| 1Y | -10.3% | +59.2% | -69.5% | -42.7% |
| 3Y | +35.4% | +157.1% | -121.7% | -42.9% |
| 5Y | +0.3% | +119.6% | -119.4% | -50.8% |
| 10Y | +668.4% | +446.9% | +221.5% | +80.9% |
| All | +851.5% | +562.0% | +289.6% | +57.0% |
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