+3.0%
BX vs FDS
-21.2%
+24.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -1.7% |
| 7D | -2.8% | -2.1% | -0.7% | -1.9% |
| 30D | +7.3% | +16.0% | -8.7% | 0.0% |
| 3M | -16.3% | +18.8% | -35.1% | -23.3% |
| 6M | +2.5% | +54.1% | -51.6% | -19.7% |
| YTD | -17.6% | +17.0% | -34.6% | -24.7% |
| 1Y | -12.4% | +25.5% | -37.9% | -24.3% |
| 3Y | +36.2% | -23.3% | +59.5% | +63.4% |
| 5Y | +3.0% | -22.6% | +25.6% | +21.3% |
| All | +3.0% | -21.2% | +24.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling