+838.5%
BX vs EXPE
+591.2%
+247.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.1% | -4.2% | +3.1% | +0.6% |
| 30D | +8.8% | -4.5% | +13.3% | +10.3% |
| 3M | -18.3% | -19.7% | +1.4% | -11.7% |
| 6M | -1.5% | +18.3% | -19.8% | -9.8% |
| YTD | -19.9% | -7.3% | -12.6% | -20.6% |
| 1Y | -14.5% | -3.9% | -10.6% | -16.8% |
| 3Y | +32.3% | +123.0% | -90.7% | -12.8% |
| 5Y | -1.1% | +47.9% | -49.0% | -26.0% |
| 10Y | +657.8% | +126.5% | +531.3% | +307.3% |
| All | +838.5% | +591.2% | +247.3% | +83.5% |
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