-35.7%
U vs BX
+203.9%
-239.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +2.2% |
| 7D | +5.5% | -5.6% | +11.1% | +11.0% |
| 30D | -1.3% | -12.2% | +10.9% | +10.6% |
| 3M | +64.6% | +7.4% | +57.2% | +51.2% |
| 6M | +119.4% | +22.2% | +97.2% | +75.6% |
| YTD | -0.5% | -14.0% | +13.5% | +10.5% |
| 1Y | +1.3% | -27.3% | +28.6% | +31.5% |
| 3Y | +15.6% | +24.5% | -8.9% | -14.3% |
| 5Y | -67.5% | +18.9% | -86.3% | -75.2% |
| All | -35.7% | +203.9% | -239.6% | -74.1% |
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