-27.3%
BX vs UL
-9.2%
-18.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.4% |
| 7D | -5.6% | -3.4% | -2.2% | -5.1% |
| 30D | -12.2% | +0.5% | -12.7% | -12.2% |
| 3M | +7.4% | +7.2% | +0.2% | +6.7% |
| 6M | +22.2% | -3.1% | +25.2% | +19.8% |
| YTD | -14.0% | -2.7% | -11.3% | -17.0% |
| 1Y | -27.3% | -10.2% | -17.1% | -30.0% |
| All | -27.3% | -9.2% | -18.1% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling