-16.6%
BX vs EXC
+2.6%
-19.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.2% |
| 7D | -4.4% | -0.7% | -3.7% | -4.4% |
| 30D | +0.1% | -4.6% | +4.7% | -0.1% |
| 3M | +16.0% | -2.2% | +18.2% | +16.0% |
| 6M | +21.6% | -10.6% | +32.2% | +20.8% |
| YTD | -8.9% | +1.9% | -10.8% | -10.1% |
| 1Y | -16.6% | +3.4% | -20.0% | -14.3% |
| All | -16.6% | +2.6% | -19.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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