+838.5%
BX vs FDS
+502.1%
+336.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.2% |
| 7D | -1.1% | -2.6% | +1.5% | +0.5% |
| 30D | +8.8% | +14.1% | -5.2% | -0.2% |
| 3M | -18.3% | +19.8% | -38.0% | -28.1% |
| 6M | -1.5% | +55.0% | -56.5% | -29.7% |
| YTD | -19.9% | +15.9% | -35.8% | -32.1% |
| 1Y | -14.5% | +24.2% | -38.7% | -31.5% |
| 3Y | +32.3% | -24.0% | +56.3% | +45.5% |
| 5Y | -1.1% | -23.3% | +22.2% | +8.1% |
| 10Y | +657.8% | +128.0% | +529.8% | +253.6% |
| All | +838.5% | +502.1% | +336.4% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling