+625.7%
BX vs RVTY
+216.9%
+408.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | -1.1% | +4.1% | -5.2% | -3.1% |
| 30D | +8.8% | +1.3% | +7.5% | +7.6% |
| 3M | -18.3% | +33.3% | -51.5% | -30.6% |
| 6M | -1.5% | +58.3% | -59.8% | -24.4% |
| YTD | -19.9% | +62.7% | -82.6% | -40.0% |
| 1Y | -14.5% | +67.2% | -81.7% | -37.1% |
| 3Y | +32.3% | +87.3% | -55.0% | -12.5% |
| 5Y | -1.1% | -13.4% | +12.3% | -1.0% |
| All | +625.7% | +216.9% | +408.8% | +276.1% |
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