+132.3%
BX vs EXE
+191.4%
-59.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +0.1% | +8.5% | -8.4% | -2.0% |
| 3M | +16.0% | +5.5% | +10.6% | +14.1% |
| 6M | +21.6% | -5.9% | +27.5% | +22.8% |
| YTD | -8.9% | -9.7% | +0.8% | -7.5% |
| 1Y | -16.6% | +3.6% | -20.2% | -19.3% |
| 3Y | +43.3% | +18.0% | +25.3% | +31.9% |
| 5Y | +25.7% | +109.4% | -83.7% | +0.9% |
| All | +132.3% | +191.4% | -59.0% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling