+661.1%
BX vs UL
+66.7%
+594.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.2% |
| 7D | -5.6% | -3.4% | -2.2% | -4.3% |
| 30D | -12.2% | +0.5% | -12.7% | -12.3% |
| 3M | +7.4% | +7.2% | +0.2% | +4.2% |
| 6M | +22.2% | -3.1% | +25.2% | +23.0% |
| YTD | -14.0% | -2.7% | -11.3% | -13.9% |
| 1Y | -27.3% | -10.2% | -17.1% | -25.0% |
| 3Y | +24.5% | +20.3% | +4.3% | +11.4% |
| 5Y | +18.9% | +19.9% | -1.1% | +4.4% |
| All | +661.1% | +66.7% | +594.4% | +552.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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