+27.6%
BX vs RF
+89.8%
-62.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.4% | +1.3% | -5.7% | -5.3% |
| 30D | +0.1% | -3.6% | +3.7% | +2.5% |
| 3M | +16.0% | +8.1% | +7.9% | +9.5% |
| 6M | +21.6% | +11.5% | +10.1% | +12.3% |
| YTD | -8.9% | +15.6% | -24.5% | -18.2% |
| 1Y | -16.6% | +15.7% | -32.3% | -25.4% |
| 3Y | +43.3% | +86.9% | -43.6% | -8.9% |
| All | +27.6% | +89.8% | -62.2% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling