+322.4%
NET vs BX
+37.7%
+284.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -5.6% |
| 7D | -16.4% | +8.3% | -24.7% | -19.8% |
| 30D | -25.8% | +13.5% | -39.4% | -30.8% |
| 3M | -11.5% | -7.6% | -3.9% | -8.4% |
| 6M | +18.9% | +4.0% | +14.9% | +14.1% |
| YTD | +35.2% | -15.2% | +50.4% | +44.5% |
| 1Y | +14.5% | -8.5% | +22.9% | +16.7% |
| All | +322.4% | +37.7% | +284.7% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling