-39.0%
U vs BX
+221.9%
-261.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | -3.8% | -4.4% | +0.6% | +0.1% |
| 30D | +17.5% | +0.1% | +17.4% | +16.5% |
| 3M | +38.7% | +16.0% | +22.7% | +18.7% |
| 6M | +104.4% | +21.6% | +82.8% | +65.0% |
| YTD | -5.7% | -8.9% | +3.2% | -0.5% |
| 1Y | +3.7% | -16.6% | +20.3% | +18.1% |
| 3Y | +12.3% | +43.3% | -31.0% | -27.4% |
| 5Y | -68.8% | +25.7% | -94.5% | -77.4% |
| All | -39.0% | +221.9% | -261.0% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling