+967.7%
BX vs FDS
+448.1%
+519.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +1.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.2% |
| 30D | +0.1% | +9.0% | -8.9% | -5.6% |
| 3M | +16.0% | +18.9% | -2.8% | +1.2% |
| 6M | +21.6% | +35.1% | -13.5% | -5.2% |
| YTD | -8.9% | +5.5% | -14.4% | -17.1% |
| 1Y | -16.6% | -16.8% | +0.2% | -12.5% |
| 3Y | +43.3% | -28.1% | +71.4% | +64.5% |
| 5Y | +25.7% | -17.4% | +43.1% | +30.6% |
| 10Y | +689.5% | +85.4% | +604.1% | +328.8% |
| All | +967.7% | +448.1% | +519.6% | +106.8% |
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