+668.7%
BX vs EXC
+152.4%
+516.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -5.7% | +0.3% | -6.0% | -5.8% |
| 30D | -8.9% | -0.9% | -8.0% | -8.6% |
| 3M | +8.4% | -2.7% | +11.1% | +9.4% |
| 6M | +18.9% | -9.4% | +28.3% | +23.8% |
| YTD | -13.6% | +3.0% | -16.7% | -16.0% |
| 1Y | -22.4% | +5.1% | -27.6% | -25.5% |
| 3Y | +26.0% | +20.6% | +5.4% | +9.4% |
| 5Y | +18.8% | +45.7% | -26.9% | -7.3% |
| 10Y | +668.7% | +160.8% | +507.9% | +385.2% |
| All | +668.7% | +152.4% | +516.4% | +385.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling