+41.0%
BX vs S
+49.1%
-8.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +1.8% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | +9.6% | -10.5% | +20.0% | +12.2% |
| 3M | -8.7% | +9.9% | -18.6% | -12.0% |
| 6M | +2.2% | +41.8% | -39.6% | -8.8% |
| YTD | -16.2% | +56.8% | -73.0% | -28.1% |
| 1Y | -11.5% | +39.0% | -50.5% | -21.9% |
| 3Y | +41.0% | +53.8% | -12.8% | +33.0% |
| All | +41.0% | +49.1% | -8.1% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling