+24.3%
BX vs REPL
-53.9%
+78.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | -2.0% | -5.7% | +3.8% | -1.8% |
| 30D | -2.3% | +22.5% | -24.8% | -2.8% |
| 3M | +18.5% | +64.7% | -46.1% | +15.8% |
| 6M | +23.7% | +83.0% | -59.3% | +17.3% |
| YTD | -10.4% | +52.0% | -62.3% | -14.5% |
| 1Y | -19.6% | +144.5% | -164.1% | -27.1% |
| 3Y | +30.8% | -25.1% | +55.9% | +18.2% |
| 5Y | +24.3% | -52.9% | +77.2% | +11.8% |
| All | +24.3% | -53.9% | +78.2% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling