+37.4%
BX vs EXPE
+123.2%
-85.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.3% |
| 7D | -2.8% | -17.8% | +14.9% | +3.8% |
| 30D | +7.3% | -3.2% | +10.5% | +8.1% |
| 3M | -16.3% | -19.0% | +2.7% | -10.7% |
| 6M | +2.5% | +17.7% | -15.2% | -4.9% |
| YTD | -17.6% | -7.8% | -9.8% | -17.7% |
| 1Y | -12.4% | -1.4% | -11.0% | -15.1% |
| All | +37.4% | +123.2% | -85.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling