+907.8%
BX vs NYT
+219.9%
+687.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -5.6% | -0.6% | -5.0% | -5.3% |
| 30D | -12.2% | +4.6% | -16.8% | -14.0% |
| 3M | +7.4% | -9.6% | +17.0% | +11.2% |
| 6M | +22.2% | -14.0% | +36.2% | +28.7% |
| YTD | -14.0% | -2.8% | -11.2% | -14.5% |
| 1Y | -27.3% | +15.6% | -42.9% | -33.3% |
| 3Y | +24.5% | +56.3% | -31.8% | -2.5% |
| 5Y | +18.9% | +39.5% | -20.6% | -3.9% |
| 10Y | +665.4% | +488.0% | +177.4% | +196.0% |
| All | +907.8% | +219.9% | +687.9% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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