+67.9%
BX vs S
-56.8%
+124.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.4% | -7.7% | +3.3% | -2.3% |
| 30D | +0.1% | -5.3% | +5.4% | +1.2% |
| 3M | +16.0% | +20.3% | -4.2% | +9.3% |
| 6M | +21.6% | +47.4% | -25.8% | +7.0% |
| YTD | -8.9% | +32.5% | -41.4% | -17.6% |
| 1Y | -16.6% | +9.5% | -26.1% | -21.1% |
| 3Y | +43.3% | +15.5% | +27.8% | +26.8% |
| 5Y | +25.7% | -71.2% | +96.9% | +37.5% |
| All | +67.9% | -56.8% | +124.7% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling