+10.7%
U vs BX
+22.1%
-11.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +1.1% |
| 7D | 0.0% | -8.9% | +8.9% | +7.3% |
| 30D | -4.1% | -14.8% | +10.7% | +8.1% |
| 3M | +57.8% | +6.9% | +50.9% | +47.1% |
| 6M | +103.5% | +16.3% | +87.3% | +74.8% |
| YTD | -4.8% | -16.1% | +11.3% | +7.1% |
| 1Y | -2.4% | -26.8% | +24.4% | +23.1% |
| All | +10.7% | +22.1% | -11.4% | -14.0% |
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