+24.3%
BX vs EXC
+48.6%
-24.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.4% |
| 30D | -2.3% | -2.7% | +0.4% | -1.4% |
| 3M | +18.5% | -1.0% | +19.5% | +18.6% |
| 6M | +23.7% | -9.3% | +33.0% | +27.8% |
| YTD | -10.4% | +3.6% | -14.0% | -12.7% |
| 1Y | -19.6% | +5.9% | -25.5% | -22.6% |
| 3Y | +30.8% | +21.3% | +9.5% | +14.5% |
| 5Y | +24.3% | +46.2% | -21.8% | -7.5% |
| All | +24.3% | +48.6% | -24.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling