+114.0%
BX vs EXE
+188.3%
-74.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -8.9% | -2.2% | -6.7% | -8.4% |
| 30D | -14.8% | -0.8% | -14.0% | -14.6% |
| 3M | +6.9% | +10.0% | -3.1% | +4.0% |
| 6M | +16.3% | -6.3% | +22.6% | +17.5% |
| YTD | -16.1% | -10.7% | -5.4% | -14.6% |
| 1Y | -26.8% | +2.7% | -29.5% | -29.0% |
| 3Y | +22.4% | +19.1% | +3.3% | +12.4% |
| 5Y | +16.0% | +105.4% | -89.4% | -6.4% |
| All | +114.0% | +188.3% | -74.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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