+664.4%
BX vs RVTY
+144.7%
+519.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -2.3% |
| 7D | -5.7% | -5.4% | -0.2% | -2.9% |
| 30D | -8.9% | +6.7% | -15.6% | -12.1% |
| 3M | +8.4% | +19.0% | -10.6% | -2.0% |
| 6M | +18.9% | +34.6% | -15.7% | 0.0% |
| YTD | -13.6% | +28.3% | -41.9% | -25.8% |
| 1Y | -22.4% | +46.0% | -68.5% | -38.5% |
| 3Y | +26.0% | +16.9% | +9.1% | +7.7% |
| 5Y | +18.8% | -32.9% | +51.7% | +37.2% |
| All | +664.4% | +144.7% | +519.6% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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