+59.2%
BX vs S
-57.7%
+116.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -5.7% | -1.2% | -4.4% | -5.3% |
| 30D | -8.9% | -12.6% | +3.7% | -5.8% |
| 3M | +8.4% | +27.6% | -19.2% | +0.5% |
| 6M | +18.9% | +35.5% | -16.5% | +7.2% |
| YTD | -13.6% | +29.6% | -43.2% | -21.4% |
| 1Y | -22.4% | +8.1% | -30.6% | -26.3% |
| 3Y | +26.0% | +14.8% | +11.3% | +11.7% |
| 5Y | +18.8% | -70.6% | +89.3% | +30.7% |
| All | +59.2% | -57.7% | +116.9% | +75.5% |
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