+907.8%
BX vs NTRS
+362.8%
+545.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.8% |
| 7D | -5.6% | +1.4% | -7.0% | -6.5% |
| 30D | -12.2% | -0.7% | -11.6% | -12.0% |
| 3M | +7.4% | +11.3% | -3.9% | -0.1% |
| 6M | +22.2% | +35.5% | -13.4% | -0.3% |
| YTD | -14.0% | +40.6% | -54.6% | -31.5% |
| 1Y | -27.3% | +49.2% | -76.5% | -44.4% |
| 3Y | +24.5% | +167.2% | -142.7% | -35.0% |
| 5Y | +18.9% | +94.9% | -76.1% | -24.7% |
| 10Y | +665.4% | +259.5% | +405.9% | +204.5% |
| All | +907.8% | +362.8% | +545.0% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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