-24.6%
BX vs EXPE
+26.4%
-51.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.5% |
| 7D | -5.7% | -11.5% | +5.8% | -2.7% |
| 30D | -8.9% | -13.1% | +4.2% | -5.7% |
| 3M | +8.4% | +18.1% | -9.8% | +2.8% |
| 6M | +18.9% | +13.3% | +5.7% | +13.5% |
| YTD | -13.6% | -3.2% | -10.4% | -15.1% |
| All | -24.6% | +26.4% | -51.1% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling