-66.5%
U vs BX
+17.9%
-84.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +2.2% |
| 7D | +5.5% | -5.6% | +11.1% | +11.2% |
| 30D | -1.3% | -12.2% | +10.9% | +10.9% |
| 3M | +64.6% | +7.4% | +57.2% | +50.9% |
| 6M | +119.4% | +22.2% | +97.2% | +74.4% |
| YTD | -0.5% | -14.0% | +13.5% | +10.7% |
| 1Y | +1.3% | -27.3% | +28.6% | +32.3% |
| 3Y | +15.6% | +24.5% | -8.9% | -15.9% |
| All | -66.5% | +17.9% | -84.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling