-8.5%
BX vs EWZ
+7.8%
-16.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +6.0% |
| 7D | +8.3% | -4.1% | +12.4% | +8.9% |
| 30D | +13.5% | -25.0% | +38.5% | +17.7% |
| 3M | -7.6% | -10.6% | +3.0% | -8.7% |
| 6M | +4.0% | -16.6% | +20.6% | +4.5% |
| YTD | -15.2% | +2.5% | -17.7% | -16.5% |
| 1Y | -8.5% | +8.1% | -16.5% | -13.5% |
| All | -8.5% | +7.8% | -16.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling