+642.7%
BX vs EXPE
+165.2%
+477.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.4% |
| 7D | -8.9% | -8.7% | -0.2% | -5.9% |
| 30D | -14.8% | -13.6% | -1.1% | -10.4% |
| 3M | +6.9% | +26.6% | -19.7% | -3.2% |
| 6M | +16.3% | +19.9% | -3.7% | +7.0% |
| YTD | -16.1% | -1.7% | -14.4% | -17.9% |
| 1Y | -26.8% | +29.4% | -56.2% | -36.2% |
| 3Y | +22.4% | +155.7% | -133.2% | -20.7% |
| 5Y | +16.0% | +93.1% | -77.1% | -20.1% |
| All | +642.7% | +165.2% | +477.5% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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