+967.7%
BX vs M
+10.8%
+956.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.0% |
| 7D | -4.4% | +4.7% | -9.1% | -5.9% |
| 30D | +0.1% | -9.6% | +9.7% | +3.5% |
| 3M | +16.0% | +0.9% | +15.2% | +14.9% |
| 6M | +21.6% | +22.3% | -0.7% | +12.3% |
| YTD | -8.9% | +6.5% | -15.4% | -12.2% |
| 1Y | -16.6% | +38.8% | -55.4% | -27.2% |
| 3Y | +43.3% | +115.9% | -72.6% | -0.5% |
| 5Y | +25.7% | +28.6% | -2.9% | -3.8% |
| 10Y | +689.5% | -2.5% | +692.0% | +397.0% |
| All | +967.7% | +10.8% | +956.9% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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