-8.5%
BX vs S
+36.5%
-45.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.9% |
| 7D | +8.3% | -8.2% | +16.5% | +10.0% |
| 30D | +13.5% | -7.6% | +21.2% | +15.0% |
| 3M | -7.6% | +12.0% | -19.6% | -10.4% |
| 6M | +4.0% | +50.6% | -46.5% | -6.2% |
| YTD | -15.2% | +56.6% | -71.8% | -26.5% |
| 1Y | -8.5% | +39.2% | -47.7% | -19.7% |
| All | -8.5% | +36.5% | -45.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling