+24.3%
BX vs FDS
-20.4%
+44.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.4% |
| 7D | -2.0% | -5.4% | +3.4% | +0.6% |
| 30D | -2.3% | +1.6% | -3.9% | -3.2% |
| 3M | +18.5% | +17.7% | +0.8% | +8.0% |
| 6M | +23.7% | +29.1% | -5.3% | +5.4% |
| YTD | -10.4% | +1.0% | -11.3% | -11.9% |
| 1Y | -19.6% | -21.6% | +2.1% | -7.2% |
| 3Y | +30.8% | -30.1% | +60.9% | +60.6% |
| 5Y | +24.3% | -20.7% | +45.1% | +56.7% |
| All | +24.3% | -20.4% | +44.8% | +56.7% |
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