+625.7%
BX vs EXPE
+126.2%
+499.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.1% | -4.2% | +3.1% | +0.4% |
| 30D | +8.8% | -4.5% | +13.3% | +10.2% |
| 3M | -18.3% | -19.7% | +1.4% | -12.2% |
| 6M | -1.5% | +18.3% | -19.8% | -9.2% |
| YTD | -19.9% | -7.3% | -12.6% | -20.4% |
| 1Y | -14.5% | -3.9% | -10.6% | -16.5% |
| 3Y | +32.3% | +123.0% | -90.7% | -10.1% |
| 5Y | -1.1% | +47.9% | -49.0% | -25.7% |
| All | +625.7% | +126.2% | +499.5% | +279.2% |
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