+494.5%
BX vs RACE
+658.9%
-164.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | +1.8% | +5.1% | -3.3% | -0.9% |
| 30D | +7.9% | +7.7% | +0.2% | +3.7% |
| 3M | -9.6% | +2.2% | -11.8% | -10.7% |
| 6M | -2.3% | +23.8% | -26.0% | -13.6% |
| YTD | -19.3% | +13.9% | -33.2% | -25.9% |
| 1Y | -13.2% | +3.8% | -17.0% | -16.4% |
| 3Y | +33.8% | +28.0% | +5.8% | +8.0% |
| 5Y | 0.0% | +64.9% | -64.9% | -31.5% |
| 10Y | +685.4% | +780.4% | -95.0% | +148.6% |
| All | +494.5% | +658.9% | -164.4% | +70.3% |
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