+107.1%
BX vs EXE
+165.2%
-58.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.6% | +5.3% | -4.8% | -0.7% |
| 30D | +14.2% | -2.2% | +16.4% | +14.7% |
| 3M | -18.7% | -5.9% | -12.9% | -17.7% |
| 6M | +2.5% | -5.7% | +8.2% | +3.4% |
| YTD | -18.8% | -17.8% | -1.0% | -15.8% |
| 1Y | -10.3% | -23.1% | +12.8% | -5.2% |
| 3Y | +35.4% | +21.2% | +14.2% | +23.2% |
| 5Y | +0.3% | +78.8% | -78.6% | -16.8% |
| All | +107.1% | +165.2% | -58.1% | +57.5% |
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