+967.7%
BX vs FE
+67.5%
+900.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -4.4% | +1.9% | -6.3% | -5.3% |
| 30D | +0.1% | -1.2% | +1.3% | +0.6% |
| 3M | +16.0% | +3.5% | +12.5% | +13.6% |
| 6M | +21.6% | -6.1% | +27.7% | +24.7% |
| YTD | -8.9% | +7.6% | -16.5% | -13.2% |
| 1Y | -16.6% | +11.9% | -28.5% | -22.3% |
| 3Y | +43.3% | +48.4% | -5.1% | +12.3% |
| 5Y | +25.7% | +44.8% | -19.1% | -0.8% |
| 10Y | +689.5% | +115.9% | +573.6% | +355.2% |
| All | +967.7% | +67.5% | +900.3% | +537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling