+661.1%
BX vs RUN
+42.2%
+618.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | -5.6% | -3.7% | -1.9% | -5.0% |
| 30D | -12.2% | -13.0% | +0.8% | -10.3% |
| 3M | +7.4% | -31.8% | +39.2% | +13.3% |
| 6M | +22.2% | -32.2% | +54.4% | +27.8% |
| YTD | -14.0% | -53.5% | +39.5% | -6.1% |
| 1Y | -27.3% | -46.5% | +19.2% | -23.5% |
| 3Y | +24.5% | -37.6% | +62.2% | +3.9% |
| 5Y | +18.9% | -80.9% | +99.7% | +15.0% |
| All | +661.1% | +42.2% | +618.9% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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