+950.6%
BX vs EWZ
+40.7%
+910.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.7% |
| 7D | -2.0% | +5.6% | -7.5% | -4.9% |
| 30D | -2.3% | +9.3% | -11.6% | -7.1% |
| 3M | +18.5% | +15.7% | +2.8% | +9.1% |
| 6M | +23.7% | +7.4% | +16.3% | +18.3% |
| YTD | -10.4% | +22.7% | -33.0% | -20.5% |
| 1Y | -19.6% | +36.4% | -55.9% | -33.0% |
| 3Y | +30.8% | +50.4% | -19.6% | +2.1% |
| 5Y | +24.3% | +67.6% | -43.3% | -11.6% |
| 10Y | +679.5% | +84.1% | +595.4% | +334.7% |
| All | +950.6% | +40.7% | +910.0% | +377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling