+38.4%
BX vs USB
+95.2%
-56.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.9% |
| 7D | -4.4% | +1.4% | -5.8% | -5.4% |
| 30D | +0.1% | -1.3% | +1.4% | +0.9% |
| 3M | +16.0% | +15.2% | +0.8% | +3.7% |
| 6M | +21.6% | +18.8% | +2.8% | +6.3% |
| YTD | -8.9% | +21.0% | -29.9% | -21.6% |
| 1Y | -16.6% | +34.0% | -50.6% | -33.7% |
| All | +38.4% | +95.2% | -56.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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