+327.1%
NET vs BX
+38.2%
+288.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -7.0% | -4.4% | -2.6% | -4.6% |
| 30D | -4.8% | +0.1% | -4.9% | -4.6% |
| 3M | +3.8% | +16.0% | -12.2% | -4.8% |
| 6M | +50.0% | +21.6% | +28.4% | +31.7% |
| YTD | +41.5% | -8.9% | +50.4% | +46.9% |
| 1Y | +32.8% | -16.6% | +49.4% | +45.2% |
| All | +327.1% | +38.2% | +288.9% | +211.8% |
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