+27.6%
BX vs FE
+45.0%
-17.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -4.4% | +1.9% | -6.3% | -5.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.5% |
| 3M | +16.0% | +3.5% | +12.5% | +14.1% |
| 6M | +21.6% | -6.1% | +27.7% | +24.3% |
| YTD | -8.9% | +7.6% | -16.5% | -12.7% |
| 1Y | -16.6% | +11.9% | -28.5% | -21.7% |
| 3Y | +43.3% | +48.4% | -5.1% | +12.1% |
| All | +27.6% | +45.0% | -17.4% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling