+49.7%
BX vs S
-51.7%
+101.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | +14.2% | -2.7% | +17.0% | +14.6% |
| 3M | -18.7% | -6.9% | -11.9% | -18.3% |
| 6M | +2.5% | +38.1% | -35.6% | -8.5% |
| YTD | -18.8% | +48.0% | -66.8% | -29.6% |
| 1Y | -10.3% | +34.5% | -44.8% | -20.5% |
| 3Y | +35.4% | +38.3% | -2.9% | +12.9% |
| 5Y | +0.3% | -70.9% | +71.2% | +7.7% |
| All | +49.7% | -51.7% | +101.4% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling