+625.7%
BX vs RACE
+717.8%
-92.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -1.4% |
| 7D | -1.1% | -4.0% | +2.9% | +1.3% |
| 30D | +8.8% | +3.5% | +5.3% | +6.9% |
| 3M | -18.3% | -0.4% | -17.8% | -18.1% |
| 6M | -1.5% | +23.2% | -24.7% | -13.1% |
| YTD | -19.9% | +11.0% | -30.9% | -25.7% |
| 1Y | -14.5% | -2.2% | -12.3% | -14.8% |
| 3Y | +32.3% | +22.5% | +9.8% | +7.8% |
| 5Y | -1.1% | +63.2% | -64.3% | -34.1% |
| All | +625.7% | +717.8% | -92.1% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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