+672.8%
BX vs FE
+110.9%
+561.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +3.7% | -0.5% | +4.2% | +3.9% |
| 30D | +8.2% | +4.3% | +3.9% | +6.5% |
| 3M | -12.7% | +0.4% | -13.1% | -12.8% |
| 6M | +1.0% | +6.9% | -6.0% | -1.8% |
| YTD | -17.2% | +8.0% | -25.2% | -20.3% |
| 1Y | -11.6% | +4.8% | -16.4% | -13.9% |
| 3Y | +36.8% | +49.0% | -12.2% | +13.1% |
| 5Y | +4.8% | +46.2% | -41.4% | -12.8% |
| 10Y | +672.8% | +120.9% | +551.9% | +540.3% |
| All | +672.8% | +110.9% | +561.9% | +540.3% |
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