+1.1%
BX vs REPL
-33.0%
+34.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +3.7% |
| 7D | +3.3% | +14.2% | -11.0% | +2.9% |
| 30D | +9.6% | +65.9% | -56.3% | +8.1% |
| 3M | -8.7% | +84.6% | -93.3% | -10.2% |
| 6M | +2.2% | +446.9% | -444.7% | -4.4% |
| YTD | -16.2% | +129.0% | -145.2% | -20.8% |
| 1Y | -11.5% | +167.9% | -179.4% | -17.1% |
| 3Y | +41.0% | +93.9% | -52.9% | +12.2% |
| 5Y | +1.1% | -33.0% | +34.1% | -8.4% |
| All | +1.1% | -33.0% | +34.1% | -8.4% |
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