+1,449.6%
NET vs BX
+232.3%
+1,217.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -7.0% | -4.4% | -2.6% | -4.0% |
| 30D | -4.8% | +0.1% | -4.9% | -4.7% |
| 3M | +3.8% | +16.0% | -12.2% | -7.2% |
| 6M | +50.0% | +21.6% | +28.4% | +27.2% |
| YTD | +41.5% | -8.9% | +50.4% | +46.1% |
| 1Y | +32.8% | -16.6% | +49.4% | +45.0% |
| 3Y | +335.9% | +43.3% | +292.5% | +206.0% |
| 5Y | +113.8% | +25.7% | +88.1% | +66.3% |
| All | +1,449.6% | +232.3% | +1,217.2% | +779.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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