+37.4%
BX vs RVTY
+90.0%
-52.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | +7.3% | +1.7% | +5.6% | +6.2% |
| 3M | -16.3% | +36.8% | -53.1% | -27.9% |
| 6M | +2.5% | +60.1% | -57.6% | -18.6% |
| YTD | -17.6% | +64.0% | -81.5% | -35.7% |
| 1Y | -12.4% | +68.2% | -80.6% | -32.7% |
| All | +37.4% | +90.0% | -52.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling