+463.3%
BX vs NTR
+97.9%
+365.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -12.2% | +16.8% | -29.0% | -17.3% |
| 3M | +7.4% | +20.7% | -13.4% | -0.5% |
| 6M | +22.2% | +0.5% | +21.6% | +19.9% |
| YTD | -14.0% | +29.2% | -43.2% | -24.2% |
| 1Y | -27.3% | +39.6% | -66.9% | -38.4% |
| 3Y | +24.5% | +37.9% | -13.3% | +3.4% |
| 5Y | +18.9% | +47.1% | -28.2% | -12.4% |
| All | +463.3% | +97.9% | +365.4% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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