+967.7%
BX vs EXC
+79.6%
+888.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | +0.1% | -3.7% | +3.8% | +2.2% |
| 3M | +16.0% | -1.3% | +17.3% | +16.3% |
| 6M | +21.6% | -9.7% | +31.3% | +27.8% |
| YTD | -8.9% | +2.9% | -11.8% | -11.8% |
| 1Y | -16.6% | +4.4% | -21.0% | -20.2% |
| 3Y | +43.3% | +22.2% | +21.1% | +20.4% |
| 5Y | +25.7% | +46.7% | -21.0% | -6.3% |
| 10Y | +689.5% | +155.3% | +534.2% | +290.5% |
| All | +967.7% | +79.6% | +888.1% | +483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling