+661.1%
BX vs EWZ
+94.8%
+566.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.9% |
| 7D | -5.6% | +0.9% | -6.5% | -6.0% |
| 30D | -12.2% | +12.8% | -25.0% | -16.5% |
| 3M | +7.4% | +10.8% | -3.4% | +2.6% |
| 6M | +22.2% | +2.5% | +19.7% | +20.4% |
| YTD | -14.0% | +21.4% | -35.4% | -21.1% |
| 1Y | -27.3% | +32.8% | -60.1% | -36.0% |
| 3Y | +24.5% | +45.2% | -20.6% | +4.9% |
| 5Y | +18.9% | +63.0% | -44.1% | -6.2% |
| All | +661.1% | +94.8% | +566.3% | +439.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling