+625.7%
BX vs EXC
+201.2%
+424.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -1.1% | -1.9% | +0.9% | -0.1% |
| 30D | +8.8% | +7.8% | +1.0% | +5.0% |
| 3M | -18.3% | +1.9% | -20.1% | -19.0% |
| 6M | -1.5% | +3.4% | -4.9% | -3.5% |
| YTD | -19.9% | +7.6% | -27.5% | -23.8% |
| 1Y | -14.5% | +2.1% | -16.6% | -16.5% |
| 3Y | +32.3% | +29.6% | +2.7% | +10.4% |
| 5Y | -1.1% | +39.5% | -40.6% | -21.1% |
| All | +625.7% | +201.2% | +424.5% | +344.3% |
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 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