+661.1%
BX vs FDS
+64.8%
+596.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | -5.6% | -14.0% | +8.4% | +2.4% |
| 30D | -12.2% | -6.2% | -6.0% | -9.3% |
| 3M | +7.4% | +10.2% | -2.8% | 0.0% |
| 6M | +22.2% | +27.4% | -5.3% | +1.9% |
| YTD | -14.0% | -9.3% | -4.7% | -12.7% |
| 1Y | -27.3% | -28.6% | +1.4% | -15.4% |
| 3Y | +24.5% | -36.8% | +61.4% | +55.1% |
| 5Y | +18.9% | -28.6% | +47.5% | +37.1% |
| All | +661.1% | +64.8% | +596.2% | +441.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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