+679.5%
BX vs FE
+113.1%
+566.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -2.3% | -2.1% | -0.2% | -1.6% |
| 3M | +18.5% | +2.6% | +15.9% | +17.1% |
| 6M | +23.7% | -6.8% | +30.5% | +26.6% |
| YTD | -10.4% | +6.9% | -17.2% | -13.4% |
| 1Y | -19.6% | +11.6% | -31.1% | -23.7% |
| 3Y | +30.8% | +47.7% | -16.9% | +8.7% |
| 5Y | +24.3% | +46.2% | -21.9% | +3.6% |
| 10Y | +679.5% | +109.2% | +570.3% | +542.8% |
| All | +679.5% | +113.1% | +566.4% | +542.8% |
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