+661.1%
BX vs NRG
+1,083.9%
-422.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -5.6% | -4.7% | -0.9% | -4.1% |
| 30D | -12.2% | -6.0% | -6.3% | -10.8% |
| 3M | +7.4% | -8.0% | +15.3% | +8.2% |
| 6M | +22.2% | -23.2% | +45.3% | +29.4% |
| YTD | -14.0% | -28.1% | +14.0% | -7.4% |
| 1Y | -27.3% | -27.3% | 0.0% | -22.8% |
| 3Y | +24.5% | +208.7% | -184.1% | -25.3% |
| 5Y | +18.9% | +197.7% | -178.8% | -28.6% |
| All | +661.1% | +1,083.9% | -422.9% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling