+41.0%
BX vs EXC
+28.9%
+12.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +3.3% | -1.7% | +5.0% | +3.4% |
| 30D | +9.6% | +9.3% | +0.3% | +9.0% |
| 3M | -8.7% | +1.0% | -9.7% | -9.0% |
| 6M | +2.2% | +5.9% | -3.7% | +1.8% |
| YTD | -16.2% | +7.6% | -23.8% | -17.0% |
| 1Y | -11.5% | +2.4% | -13.9% | -12.0% |
| 3Y | +41.0% | +30.2% | +10.8% | +29.6% |
| All | +41.0% | +28.9% | +12.1% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling