+33.8%
BX vs RACE
+28.1%
+5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +1.8% | +5.1% | -3.3% | 0.0% |
| 30D | +7.9% | +7.7% | +0.2% | +5.1% |
| 3M | -9.6% | +2.2% | -11.8% | -10.3% |
| 6M | -2.3% | +23.8% | -26.0% | -9.7% |
| YTD | -19.3% | +13.9% | -33.2% | -23.6% |
| 1Y | -13.2% | +3.8% | -17.0% | -15.3% |
| 3Y | +33.8% | +28.0% | +5.8% | +20.7% |
| All | +33.8% | +28.1% | +5.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling