+18.8%
BX vs EXE
+100.7%
-81.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.2% |
| 7D | -5.7% | -2.7% | -2.9% | -5.0% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | +8.4% | +9.5% | -1.1% | +5.5% |
| 6M | +18.9% | -9.3% | +28.3% | +21.3% |
| YTD | -13.6% | -10.9% | -2.7% | -12.0% |
| 1Y | -22.4% | +4.3% | -26.7% | -25.3% |
| 3Y | +26.0% | +18.8% | +7.2% | +15.3% |
| 5Y | +18.8% | +101.4% | -82.6% | -3.7% |
| All | +18.8% | +100.7% | -81.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling