+24.5%
BX vs NVDL
+625.2%
-600.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -5.6% | -10.3% | +4.7% | -4.3% |
| 30D | -12.2% | -7.1% | -5.1% | -11.7% |
| 3M | +7.4% | +6.6% | +0.8% | +5.5% |
| 6M | +22.2% | +21.1% | +1.1% | +17.0% |
| YTD | -14.0% | +15.2% | -29.2% | -17.5% |
| 1Y | -27.3% | +18.8% | -46.1% | -31.3% |
| 3Y | +24.5% | +649.9% | -625.4% | -17.3% |
| All | +24.5% | +625.2% | -600.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling