+372.9%
BX vs REPL
+45.5%
+327.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.4% |
| 7D | +3.7% | +12.7% | -9.1% | +3.1% |
| 30D | +8.2% | +73.5% | -65.2% | +5.2% |
| 3M | -12.7% | +70.3% | -83.0% | -15.1% |
| 6M | +1.0% | +472.0% | -471.0% | -11.8% |
| YTD | -17.2% | +139.5% | -156.7% | -26.8% |
| 1Y | -11.6% | +167.3% | -178.9% | -22.5% |
| 3Y | +36.8% | +109.5% | -72.8% | -3.3% |
| 5Y | +4.8% | -29.9% | +34.7% | -16.3% |
| All | +372.9% | +45.5% | +327.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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