+35.4%
BX vs RUN
-7.3%
+42.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +0.6% | -13.5% | +14.1% | +2.0% |
| 30D | +14.2% | +18.3% | -4.1% | +11.9% |
| 3M | -18.7% | -12.5% | -6.3% | -18.1% |
| 6M | +2.5% | -40.3% | +42.8% | +6.7% |
| YTD | -18.8% | -53.1% | +34.3% | -14.7% |
| 1Y | -10.3% | -54.3% | +44.0% | -5.7% |
| 3Y | +35.4% | -6.5% | +41.9% | +8.6% |
| All | +35.4% | -7.3% | +42.7% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling