+23.3%
BX vs EXPE
+90.6%
-67.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.9% | +6.3% | +1.6% |
| 7D | -2.0% | -9.8% | +7.8% | +2.1% |
| 30D | -2.3% | -11.5% | +9.2% | +2.3% |
| 3M | +18.5% | +21.7% | -3.2% | +7.7% |
| 6M | +23.7% | +10.4% | +13.3% | +16.5% |
| YTD | -10.4% | -2.5% | -7.8% | -12.2% |
| 1Y | -19.6% | +27.3% | -46.9% | -31.1% |
| 3Y | +30.8% | +153.5% | -122.7% | -22.4% |
| All | +23.3% | +90.6% | -67.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling