+680.0%
BX vs RF
+241.0%
+439.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.1% |
| 30D | +7.3% | +4.6% | +2.7% | +5.0% |
| 3M | -16.3% | -8.4% | -7.9% | -12.1% |
| 6M | +2.5% | +8.9% | -6.4% | -1.9% |
| YTD | -17.6% | +8.8% | -26.4% | -21.2% |
| 1Y | -12.4% | +18.9% | -31.3% | -20.1% |
| 3Y | +36.2% | +116.0% | -79.8% | -7.9% |
| 5Y | +3.0% | +46.0% | -43.0% | -16.7% |
| 10Y | +680.0% | +231.7% | +448.3% | +279.8% |
| All | +680.0% | +241.0% | +439.0% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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