+680.4%
BX vs FE
+107.2%
+573.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +7.9% | +5.2% | +2.7% | +5.8% |
| 3M | -9.6% | 0.0% | -9.6% | -9.6% |
| 6M | -2.3% | +5.0% | -7.3% | -4.3% |
| YTD | -19.3% | +7.9% | -27.2% | -22.2% |
| 1Y | -13.2% | +6.3% | -19.6% | -16.0% |
| 3Y | +33.8% | +46.0% | -12.2% | +11.9% |
| 5Y | 0.0% | +45.6% | -45.6% | -16.5% |
| All | +680.4% | +107.2% | +573.2% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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