+570.9%
BX vs RACE
+647.6%
-76.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | -4.4% | -2.5% | -1.9% | -3.0% |
| 30D | +0.1% | +0.8% | -0.7% | -0.4% |
| 3M | +16.0% | +17.2% | -1.1% | +5.9% |
| 6M | +21.6% | +13.6% | +8.0% | +12.4% |
| YTD | -8.9% | +12.2% | -21.1% | -15.8% |
| 1Y | -16.6% | -16.3% | -0.4% | -10.7% |
| 3Y | +43.3% | +36.4% | +6.9% | +11.0% |
| 5Y | +25.7% | +95.0% | -69.3% | -20.9% |
| 10Y | +689.5% | +813.2% | -123.7% | +145.8% |
| All | +570.9% | +647.6% | -76.7% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling