+0.4%
BX vs RF
+42.5%
-42.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.6% |
| 30D | +7.9% | +6.0% | +1.8% | +3.7% |
| 3M | -9.6% | -8.9% | -0.7% | -3.3% |
| 6M | -2.3% | +2.3% | -4.6% | -3.9% |
| YTD | -19.3% | +7.6% | -26.8% | -23.7% |
| 1Y | -13.2% | +21.2% | -34.4% | -24.8% |
| 3Y | +33.8% | +108.5% | -74.7% | -20.7% |
| All | +0.4% | +42.5% | -42.2% | -23.5% |
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