+866.0%
BX vs EXPE
+587.8%
+278.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | -2.8% | -17.8% | +14.9% | +4.7% |
| 30D | +7.3% | -3.2% | +10.5% | +8.1% |
| 3M | -16.3% | -19.0% | +2.7% | -9.9% |
| 6M | +2.5% | +17.7% | -15.2% | -5.9% |
| YTD | -17.6% | -7.8% | -9.8% | -18.1% |
| 1Y | -12.4% | -1.4% | -11.0% | -15.6% |
| 3Y | +36.2% | +121.9% | -85.8% | -10.0% |
| 5Y | +3.0% | +44.3% | -41.3% | -22.2% |
| 10Y | +680.0% | +125.4% | +554.6% | +320.1% |
| All | +866.0% | +587.8% | +278.1% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling