+635.8%
BX vs EXPE
+123.5%
+512.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +14.2% | -6.1% | +20.3% | +16.4% |
| 3M | -18.7% | -21.3% | +2.6% | -12.1% |
| 6M | +2.5% | +19.0% | -16.5% | -5.7% |
| YTD | -18.8% | -8.4% | -10.4% | -19.0% |
| 1Y | -10.3% | -2.8% | -7.5% | -12.8% |
| 3Y | +35.4% | +120.8% | -85.4% | -7.6% |
| 5Y | +0.3% | +46.2% | -45.9% | -24.4% |
| All | +635.8% | +123.5% | +512.3% | +286.1% |
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