+866.0%
BX vs EXC
+87.7%
+778.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.8% | -1.4% | -1.5% | -2.1% |
| 30D | +7.3% | +8.3% | -1.0% | +2.5% |
| 3M | -16.3% | +2.6% | -18.9% | -17.6% |
| 6M | +2.5% | +5.2% | -2.7% | -0.9% |
| YTD | -17.6% | +7.5% | -25.1% | -22.2% |
| 1Y | -12.4% | +3.2% | -15.5% | -15.4% |
| 3Y | +36.2% | +29.5% | +6.6% | +10.7% |
| 5Y | +3.0% | +39.7% | -36.7% | -20.6% |
| 10Y | +680.0% | +200.1% | +479.9% | +250.2% |
| All | +866.0% | +87.7% | +778.3% | +414.9% |
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