+16.0%
BX vs EWZ
+60.3%
-44.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.4% |
| 7D | -8.9% | +1.1% | -10.0% | -9.4% |
| 30D | -14.8% | +13.5% | -28.3% | -19.7% |
| 3M | +6.9% | +15.2% | -8.3% | -0.3% |
| 6M | +16.3% | +3.7% | +12.6% | +13.9% |
| YTD | -16.1% | +22.5% | -38.6% | -24.3% |
| 1Y | -26.8% | +35.3% | -62.0% | -37.3% |
| 3Y | +22.4% | +50.2% | -27.8% | -1.5% |
| 5Y | +16.0% | +64.6% | -48.6% | -10.7% |
| All | +16.0% | +60.3% | -44.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling